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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

An inexact-restoration method for nonlinear bilevel programming problems

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Author(s):
Andreani, R. [1] ; Castro, S. L. C. [2] ; Chela, J. L. [3] ; Friedlander, A. [1] ; Santos, S. A. [1]
Total Authors: 5
Affiliation:
[1] Univ Estadual Campinas, UNICAMP, IMECC, Dept Appl Math, BR-13081970 Campinas, SP - Brazil
[2] METROCAMP, Fac Integradas Metropolitanas Campinas, Campinas, SP - Brazil
[3] Univ Presbiteriana Mackenzie, Sao Paulo - Brazil
Total Affiliations: 3
Document type: Journal article
Source: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 43, n. 3, p. 307-328, JUL 2009.
Web of Science Citations: 21
Abstract

We present a new algorithm for solving bilevel programming problems without reformulating them as single-level nonlinear programming problems. This strategy allows one to take profit of the structure of the lower level optimization problems without using non-differentiable methods. The algorithm is based on the inexact-restoration technique. Under some assumptions on the problem we prove global convergence to feasible points that satisfy the approximate gradient projection (AGP) optimality condition. Computational experiments are presented that encourage the use of this method for general bilevel problems. (AU)

FAPESP's process: 06/53768-0 - Computational methods of optimization
Grantee:José Mário Martinez Perez
Support type: Research Projects - Thematic Grants