Name
Abstract | ||
|---|---|---|
This paper is concerned with general nonlinear nonconvex bilevel programming problems (BLPP). We derive necessary and sufficient conditions at a local solution and investigate the stability and sensitivity analysis at a local solution in the BLPP. We then explore an approach in which a bundle method is used in the upper-level problem with subgradient information from the lower-level problem. Two algorithms are proposed to solve the general nonlinear BLPP and are shown to converge to regular points of the BLPP under appropriate conditions. The theoretical analysis conducted in this paper seems to indicate that a sensitivity-based approach is rather promising for solving general nonlinear BLPP. |
Year | DOI | Venue |
|---|---|---|
1995 | 10.1007/BF01585928 | Math. Program. |
Keywords | Field | DocType |
bilevel programming,nonlinear nonconvex,general nonlinear case,sensitivity analysis,nondifferentiable optimization,economic planning | Convergence (routing),Mathematical optimization,Nonlinear system,Subgradient method,Bilevel optimization,Nonlinear programming,Mathematics,Bundle method | Journal |
Volume | Issue | ISSN |
70 | 1 | 1436-4646 |
Citations | PageRank | References |
34 | 3.79 | 12 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| James E. Falk | 1 | 297 | 68.47 |
| Jiming Liu | 2 | 3241 | 312.47 |