Gauss-Newton-type methods for bilevel optimization
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Publication:2028474
DOI10.1007/S10589-020-00254-3zbMATH Open1469.90138arXiv2003.03128OpenAlexW3118740517WikidataQ114227029 ScholiaQ114227029MaRDI QIDQ2028474FDOQ2028474
Authors: Jörg Fliege, Andrey Tin, Alain B. Zemkoho 
Publication date: 1 June 2021
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Abstract: This article studies Gauss-Newton-type methods for over-determined systems to find solutions to bilevel programming problems. To proceed, we use the lower-level value function reformulation of bilevel programs and consider necessary optimality conditions under appropriate assumptions. First under strict complementarity for upper- and lower-level feasibility constraints, we prove the convergence of a Gauss-Newton-type method in computing points satisfying these optimality conditions under additional tractable qualification conditions. Potential approaches to address the shortcomings of the method are then proposed, leading to alternatives such as the pseudo or smoothing Gauss-Newton-type methods for bilevel optimization. Our numerical experiments conducted on 124 examples from the recently released Bilevel Optimization LIBrary (BOLIB) compare the performance of our method under different scenarios and show that it is a tractable approach to solve bilevel optimization problems with continuous variables.
Full work available at URL: https://arxiv.org/abs/2003.03128
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Cited In (7)
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