A trust-region method for nonlinear bilevel programming: algorithm and computational experience

Benoit Colson, Patrice Marcotte, Gilles Savard

    Résultats de recherche: Contribution à un journal/une revueArticle

    Résumé

    We consider the approximation of nonlinear bilevel mathematical programs by solvable programs of the same type, {\it i.e.}, bilevel programs involving linear approximations of the upper-level objective and all constraint-defining functions, as well as a quadratic approximation of the lower-level objective. We describe the main features of the algorithm and the resulting software. Numerical experiments tend to confirm the promising behavior of the method.
    langue originaleAnglais
    Pages (de - à)211-227
    Nombre de pages17
    journalComputational Optimization and Applications
    Volume30
    Numéro de publication3
    Etat de la publicationNon publié - 2004

    Empreinte digitale Examiner les sujets de recherche de « A trust-region method for nonlinear bilevel programming: algorithm and computational experience ». Ensemble, ils forment une empreinte digitale unique.

  • Contient cette citation