An algorithm for solving a class of bilevel programming problems

نویسندگان

  • Stephan Dempe
  • Susanne Franke
چکیده

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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تاریخ انتشار 2011