Bilevel polynomial programs and semidefinite relaxation methods
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Publication:5348472
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.
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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
- A computational study for bilevel quadratic programs using semidefinite relaxations
- Exact Semidefinite Programming Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems
- A bilevel Farkas lemma to characterizing global solutions of a class of bilevel polynomial programs
- Finding robust global optimal values of bilevel polynomial programs with uncertain linear constraints
- Generic property of the partial calmness condition for bilevel programming problems
- Border basis relaxation for polynomial optimization
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- Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Separating tight metric inequalities by bilevel programming
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