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
étatNon publié - 2004

Empreinte digitale

Bilevel Programming
Trust Region Method
Nonlinear programming
Nonlinear Programming
Quadratic Approximation
Experiments
Linear Approximation
Numerical Experiment
Tend
Software
Approximation
Experience

Citer ceci

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title = "A trust-region method for nonlinear bilevel programming: algorithm and computational experience",
abstract = "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.",
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A trust-region method for nonlinear bilevel programming: algorithm and computational experience. / Colson, Benoit; Marcotte, Patrice; Savard, Gilles.

Dans: Computational Optimization and Applications, Vol 30, Numéro 3, 2004, p. 211-227.

Résultats de recherche: Contribution à un journal/une revueArticle

TY - JOUR

T1 - A trust-region method for nonlinear bilevel programming: algorithm and computational experience

AU - Colson, Benoit

AU - Marcotte, Patrice

AU - Savard, Gilles

PY - 2004

Y1 - 2004

N2 - 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.

AB - 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.

KW - numerical results

KW - Bilevel programming

KW - approximation

KW - trust-region methods

KW - nonlinear programming

M3 - Article

VL - 30

SP - 211

EP - 227

JO - Computational Optimization and Applications

JF - Computational Optimization and Applications

SN - 0926-6003

IS - 3

ER -