Direct search algorithm for bilevel programming problems
نویسندگان
چکیده
منابع مشابه
An algorithm for solving a class of bilevel programming problems
We consider the bilevel programming problem with a special lower level. As a reformulation, we use the optimal value approach which will be the basis for an outer approximation. We establish an algorithm that sequentially improves the approximation in order to solve the bilevel programming problem. Convergence results for both local and global optima are presented.
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2009
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-009-9295-9