P. Marcotte G. Savard + D. L. Zhu April 4, 2002  Home/Search
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Abstract: We propose to solve generalized bilevel programs by a trust region approach where the "model" takes the form of a bilevel program involving a linear program at the upper level and a linear variational inequality at the lower level. By coupling the concepts of trust region and linesearch in a novel way, we obtain an implementable algorithm that converges to a strong stationary point of the original bilevel program. (Update)
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BibTeX entry: (Update)
@misc{ zhu-trust,
author = "Marcotte Savard Zhu",
title = "A Trust Region Algorithm For Nonlinear Bilevel Programming",
url = "citeseer.ist.psu.edu/619957.html" }
Citations (may not include all citations):317 Optimization and Nonsmooth Analysis (context) - Clarke - 1990
86 Mathematical programs with equilibrium constraints (context) - Luo, Pang et al. - 1996
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26 Some continuity properties of polyhedral multifunctions (context) - Robinson - 1981
14 New branch-and-bound rules for linear bilevel programming (context) - Hansen, Jaumard et al. - 1992
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