| Full text | |
| Author(s): |
Helou, Elias S.
;
Santos, Sandra A.
;
Simoes, Lucas E. A.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | MATHEMATICAL PROGRAMMING; v. N/A, p. 29-pg., 2022-01-21. |
| Abstract | |
The solution of bilevel optimization problems with possibly nondifferentiable upper objective functions and with smooth and convex lower-level problems is discussed. A new approximate one-level reformulation for the original problem is introduced. An algorithm based on this reformulation is developed that is proven to converge to a solution of the bilevel problem. Each iteration of the algorithm depends on the solution of a nonsmooth optimization problem and its implementation leverages recent advances on nonsmooth optimization algorithms, which are fundamental to obtain a practical method. Experimental work is performed in order to demonstrate some characteristics of the algorithm in practice. (AU) | |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 16/22989-2 - A sampling method for constrained nonsmooth optimization problems |
| Grantee: | Lucas Eduardo Azevedo Simões |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |
| FAPESP's process: | 18/24293-0 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |