An inexact-restoration method for nonlinear bilevel programming problems

Autor(es)

Andreani, R. ^[1] ; Castro, S. L. C. ^[2] ; Chela, J. L. ^[3] ; Friedlander, A. ^[1] ; Santos, S. A. ^[1]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 43, n. 3, p. 307-328, JUL 2009.
• Citações Web of Science: 20

Resumo

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)

• Processo FAPESP: 06/53768-0 - Métodos computacionais de otimização
• Beneficiário: José Mário Martinez Perez
• Modalidade de apoio: Auxílio à Pesquisa - Temático