A smoothing augmented Lagrangian method for solving simple bilevel programs

DOI10.1007/S10589-013-9627-7zbMath1326.90068OpenAlexW1975786171MaRDI QIDQ742311

Jane J. Ye, Mengwei Xu

Publication date: 18 September 2014

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-013-9627-7

zbMATH Keywords

value functionaugmented Lagrangian methodsmoothing methodprincipal-agent problempartial calmnessbilevel program

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (20)

On bilevel programs with a convex lower-level problem violating Slater's constraint qualification ⋮ Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments ⋮ Solving ill-posed bilevel programs ⋮ A modified homotopy method for solving the principal-agent bilevel programming problem ⋮ Inner regularizations and viscosity solutions for pessimistic bilevel optimization problems ⋮ A bridge between bilevel programs and Nash games ⋮ Combining approximation and exact penalty in hierarchical programming ⋮ Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems ⋮ Bilevel Polynomial Programs and Semidefinite Relaxation Methods ⋮ A novel approach based on preference-based index for interval bilevel linear programming problem ⋮ Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization ⋮ Event-driven optimal control for a robotic exploration, pick-up and delivery problem ⋮ Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems ⋮ A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization ⋮ Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games ⋮ Gauss-Newton-type methods for bilevel optimization ⋮ Theoretical and numerical comparison of the Karush-Kuhn-Tucker and value function reformulations in bilevel optimization ⋮ Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs ⋮ Global Search for Bilevel Optimization with Quadratic Data ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Uses Software

• GradSamp

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
• Smoothing methods for nonsmooth, nonconvex minimization
• Global solution of bilevel programs with a nonconvex inner program
• Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
• Practical bilevel optimization. Algorithms and applications
• Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
• Bilevel and multilevel programming: A bibliography review
• Foundations of bilevel programming
• On solving simple bilevel programs with a nonconvex lower level program
• Multiplier and gradient methods
• Minimizing the Condition Number of a Gram Matrix
• New Necessary Optimality Conditions for Bilevel Programs by Combining the MPEC and Value Function Approaches
• On the numerical solution of a class of Stackelberg problems
• Two-Metric Projection Methods for Constrained Optimization
• Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
• Optimization and nonsmooth analysis
• Projected gradient methods for linearly constrained problems
• Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
• The Theory of Moral Hazard and Unobservable Behaviour: Part I
• A note on optimality conditions for bilevel programming problems^∗
• Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints
• A dual approach to solving nonlinear programming problems by unconstrained optimization
• Optimality conditions for bilevel programming problems
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• Mathematical Programs with Equilibrium Constraints

This page was built for publication: A smoothing augmented Lagrangian method for solving simple bilevel programs