The steepest descent direction for the nonlinear bilevel programming problem
From MaRDI portal
Publication:1342274
DOI10.1016/0167-6377(94)90086-8zbMath0816.90122OpenAlexW2001759562MaRDI QIDQ1342274
Publication date: 13 February 1995
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(94)90086-8
global optimizationnecessary optimality conditionsparametric analysisnonlinear bilevel programmingsteepest descent direction
Related Items
Descent approaches for quadratic bilevel programming ⋮ A homotopy method for solving bilevel programming problem ⋮ Bilevel and multilevel programming: A bibliography review ⋮ A penalty method with trust-region mechanism for nonlinear bilevel optimization problem ⋮ Fuzzy multilevel programming with a hybrid intelligent algorithm ⋮ A class of integer linear fractional bilevel programming problems ⋮ Unnamed Item ⋮ Stackelberg-Nash equilibrium for multilevel programming with multiple followers using genetic algorithms ⋮ An efficient chemical reaction algorithm for multi-objective combinatorial bi-level optimization ⋮ An interior point technique for solving bilevel programming problems ⋮ A bi-level optimization model for the asset-liability management of insurance companies ⋮ Solving quadratic convex bilevel programming problems using a smoothing method ⋮ A primal nonsmooth reformulation for bilevel optimization problems ⋮ Solving convex quadratic bilevel programming problems using an enumeration sequential quadratic programming algorithm ⋮ Using mathematical programming to solve factored Markov decision processes with imprecise probabilities ⋮ Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems ⋮ A cooperative coevolution PSO technique for complex bilevel programming problems and application to watershed water trading decision making problems ⋮ Feature selection for classification models via bilevel optimization ⋮ A penalty function method for solving inverse optimal value problem ⋮ Systematic evolutionary algorithm for general multilevel Stackelberg problems with bounded decision variables (SEAMSP) ⋮ AN ITERATIVE ALGORITHM FOR A CLASS OF NONLINEAR INTEGER BILEVEL PROGRAMMING PROBLEMS WITH BOX CONSTRAINTS ⋮ Multilevel (Hierarchical) Optimization: Complexity Issues, Optimality Conditions, Algorithms ⋮ An overview of bilevel optimization ⋮ A reduced-space line-search method for unconstrained optimization via random descent directions ⋮ A trust-region method for nonlinear bilevel programming: algorithm and computational exper\-ience ⋮ Optimality conditions for mixed discrete bilevel optimization problems ⋮ Newton step methods for AD of an objective defined using implicit functions ⋮ Genetic algorithm for solving quadratic bilevel programming problem ⋮ Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches ⋮ Exact and inexact penalty methods for the generalized bilevel programming problem ⋮ A hybrid tabu-ascent algorithm for the linear bilevel programming problem ⋮ On the quasiconcave bilevel programming problem ⋮ Pure competition, regulated and Stackelberg equilibria: Application to the energy system of Québec ⋮ A New Method To Solve Bi-Level Quadratic Linear Fractional Programming Problems ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography ⋮ The nonlinear bilevel programming problem:formulations,regularity and optimality conditions ⋮ The nonlinear bilevel programming problem:formulations,regularity and optimality conditions ⋮ Bundle trust-region algorithm for bilinear bilevel programming
Cites Work
- An experimental investigation of enumerative methods for the linear complementarity problem
- Convex two-level optimization
- Directional derivative of the value function in parametric optimization
- A solution method for the static constrained Stackelberg problem via penalty method
- An algorithm for solving two-level convex optimization problems
- A Branch and Bound Algorithm for the Bilevel Programming Problem
- An Algorithm for Solving the General Bilevel Programming Problem
- Solution point differentiability without strict complementarity in nonlinear programming
- Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
- A Representation and Economic Interpretation of a Two-Level Programming Problem
- On two-level optimization
- New Branch-and-Bound Rules for Linear Bilevel Programming
- Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
- Two-Level Linear Programming
- Unnamed Item
- Unnamed Item