Bilevel polynomial programs and semidefinite relaxation methods
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Publication:5348472
DOI10.1137/15M1052172zbMATH Open1371.65058arXiv1508.06985MaRDI QIDQ5348472FDOQ5348472
Authors: Jiawang Nie, Li Wang, Jane J. Ye 
Publication date: 18 August 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Abstract: A bilevel program is an optimization problem whose constraints involve another optimization problem. This paper studies bilevel polynomial programs (BPPs), i.e., all the functions are polynomials. We reformulate BPPs equivalently as semi-infinite polynomial programs (SIPPs), using Fritz John conditions and Jacobian representations. Combining the exchange technique and Lasserre type semidefinite relaxations, we propose numerical methods for solving both simple and general BPPs. For simple BPPs, we prove the convergence to global optimal solutions. Numerical experiments are presented to show the efficiency of proposed algorithms.
Full work available at URL: https://arxiv.org/abs/1508.06985
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convergencenumerical experimentsemi-infinite programmingLasserre relaxationexchange methodFritz John conditionJacobian representationsemidefinitebilevel polynomial program
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Semidefinite programming (90C22) Semi-infinite programming (90C34)
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Cited In (18)
- BOLIB: bilevel Optimization LIBrary of test problems
- Parametric global optimization for polynomial bilevel programming
- A study of mixed discrete bilevel programs using semidefinite and semi-infinite programming
- Convergent semidefinite programming relaxations for global bilevel polynomial optimization problems
- Exact Semidefinite Programming Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems
- A computational study for bilevel quadratic programs using semidefinite relaxations
- A bilevel Farkas lemma to characterizing global solutions of a class of bilevel polynomial programs
- Generic property of the partial calmness condition for bilevel programming problems
- Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints
- On applications of Wu's method in bilevel-programming problems
- Convergences for robust bilevel polynomial programmes with applications
- Hierarchy relaxations for robust equilibrium constrained polynomial problems and applications to electric vehicle charging scheduling
- Border basis relaxation for polynomial optimization
- A Lagrange multiplier expression method for bilevel polynomial optimization
- Semidefinite relaxation for linear programs with equilibrium constraints
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
- Separating tight metric inequalities by bilevel programming
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