A trust region algorithm for nonlinear bilevel programming

DOI10.1016/S0167-6377(01)00092-XMaRDI QIDQ1604045zbMATH OpenOpenAlexFDO

Authors P. Marcotte, Gilles Savard, Daoli Zhu

Publication date 3 July 2002

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6377(01)00092-x

zbMATH Keywords

trust regionlinesearchgeneralized bilevel programs

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Nonlinear programming (90C30) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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Cites work

• scientific article; zbMATH DE number 50640 (Why is no real title available?)
• An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• Exact and inexact penalty methods for the generalized bilevel programming problem
• New Branch-and-Bound Rules for Linear Bilevel Programming
• Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
• Sensitivity Analysis for Variational Inequalities Defined on Polyhedral Sets
• Sensitivity Analysis in Variational Inequalities
• Some continuity properties of polyhedral multifunctions

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(17)

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• Trust-region algorithms for derivative-free optimization and nonlinear bilevel programming. (Thesis)
• Binary optimal control by trust-region steepest descent
• An exact algorithm for bilevel 0-1 knapsack problems
• A trust region algorithm via bilevel linear programming for solving the general multicommodity minimal cost flow problems
• scientific article; zbMATH DE number 1594502 (Why is no real title available?)
• A trust region algorithm for solving bilevel programming problems
• A trust-region method for nonlinear bilevel programming: algorithm and computational exper\-ience
• A trust region algorithm for bilevel programming problems
• A globally convergent sequential linear programming algorithm for mathematical programs with linear complementarity constraints
• A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities
• Bilevel optimization: theory, algorithms, applications and a bibliography
• Solving discretely-constrained Nash-Cournot games with an application to power markets
• Bundle trust-region algorithm for bilinear bilevel programming
• An Augmented Lagrangian Trust Region Method with a Bi-object Strategy

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