BIPA (BIlevel Programming with Approximation methods): Software guide and test problems

Résultats de recherche: Livre/Rapport/RevueAutre rapport

Résumé

Ce document a pour but de décrire BIPA, un logiciel permettant de résoudre les problèmes de programmation bi-niveau non-linéaires. Lors de chaque itération, l'algorithme calcule une approximation linéaire-quadratique du problème original, et ce autour du point courant. L'ensemble du processus est intégré dans une méthode de type région de confiance. Nous décrivons d'abord l'algorithme avant de donner les détails de son implémentation, puis de présenter le logiciel qui en résulte ainsi que la manière de l'utiliser. Enfin, une série de problèmes tests est fournie, de même qu'un exemple complet avec les fichiers d'entrée et de sortie.
langue originaleAnglais
Lieu de publicationMontréal (QC), Canada
EditeurCentre de Recherche sur les Transports (CRT), Publication CRT-2002-38, Université de Montréal
étatPublié - 2002

Empreinte digitale

Nonlinear programming

Citer ceci

Colson, B. (2002). BIPA (BIlevel Programming with Approximation methods): Software guide and test problems. Montréal (QC), Canada: Centre de Recherche sur les Transports (CRT), Publication CRT-2002-38, Université de Montréal.
Colson, Benoit. / BIPA (BIlevel Programming with Approximation methods) : Software guide and test problems. Montréal (QC), Canada : Centre de Recherche sur les Transports (CRT), Publication CRT-2002-38, Université de Montréal, 2002.
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title = "BIPA (BIlevel Programming with Approximation methods): Software guide and test problems",
abstract = "This paper describes BIPA, a software for solving nonlinear bilevel programming problems. At each iteration, the underlying algorithm computes a linear-quadratic approximation of the original problem around the current iterate. The whole process is embedded in a trust-region framework. We first describe the algorithm before giving details about the implementation and the resulting software and explain how to use it. Finally, a series of test problems is given as well as a complete example with input and output files.",
keywords = "bilevel programming, software, test problems, trust-region methods, nonlinear programming",
author = "Benoit Colson",
year = "2002",
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Colson, B 2002, BIPA (BIlevel Programming with Approximation methods): Software guide and test problems. Centre de Recherche sur les Transports (CRT), Publication CRT-2002-38, Université de Montréal, Montréal (QC), Canada.

BIPA (BIlevel Programming with Approximation methods) : Software guide and test problems. / Colson, Benoit.

Montréal (QC), Canada : Centre de Recherche sur les Transports (CRT), Publication CRT-2002-38, Université de Montréal, 2002.

Résultats de recherche: Livre/Rapport/RevueAutre rapport

TY - BOOK

T1 - BIPA (BIlevel Programming with Approximation methods)

T2 - Software guide and test problems

AU - Colson, Benoit

PY - 2002

Y1 - 2002

N2 - This paper describes BIPA, a software for solving nonlinear bilevel programming problems. At each iteration, the underlying algorithm computes a linear-quadratic approximation of the original problem around the current iterate. The whole process is embedded in a trust-region framework. We first describe the algorithm before giving details about the implementation and the resulting software and explain how to use it. Finally, a series of test problems is given as well as a complete example with input and output files.

AB - This paper describes BIPA, a software for solving nonlinear bilevel programming problems. At each iteration, the underlying algorithm computes a linear-quadratic approximation of the original problem around the current iterate. The whole process is embedded in a trust-region framework. We first describe the algorithm before giving details about the implementation and the resulting software and explain how to use it. Finally, a series of test problems is given as well as a complete example with input and output files.

KW - bilevel programming

KW - software

KW - test problems

KW - trust-region methods

KW - nonlinear programming

M3 - Other report

BT - BIPA (BIlevel Programming with Approximation methods)

PB - Centre de Recherche sur les Transports (CRT), Publication CRT-2002-38, Université de Montréal

CY - Montréal (QC), Canada

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Colson B. BIPA (BIlevel Programming with Approximation methods): Software guide and test problems. Montréal (QC), Canada: Centre de Recherche sur les Transports (CRT), Publication CRT-2002-38, Université de Montréal, 2002.