A primal nonsmooth reformulation for bilevel optimization problems

Autor(es)

Helou, Elias S. ; Santos, Sandra A. ; Simoes, Lucas E. A.

• Tipo de documento: Artigo Científico
• Fonte: MATHEMATICAL PROGRAMMING; v. N/A, p. 29-pg., 2022-01-21.

Resumo

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)

• Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
• Beneficiário: Francisco Louzada Neto
• Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs
• Processo FAPESP: 16/22989-2 - Um método amostral para problemas de otimização não suave com restrições
• Beneficiário: Lucas Eduardo Azevedo Simões
• Modalidade de apoio: Bolsas no Brasil - Pós-Doutorado
• Processo FAPESP: 18/24293-0 - Métodos computacionais de otimização
• Beneficiário: Sandra Augusta Santos
• Modalidade de apoio: Auxílio à Pesquisa - Temático