Artículos de revistas
An inexact-restoration method for nonlinear bilevel programming problems
Registro en:
Computational Optimization And Applications. Springer, v. 43, n. 3, n. 307, n. 328, 2009.
0926-6003
WOS:000267218100001
10.1007/s10589-007-9147-4
Autor
Andreani, R
Castro, SLC
Chela, JL
Friedlander, A
Santos, SA
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) 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. 43 3 307 328 Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) CNPq [PRONEX-CNPq/FAPERJ E-26/171.164/2003-APQ1] FAPESP [06/53768-0, 05-56773-1]