Bundle trust-region algorithm for bilinear bilevel programming

DOI10.1023/A:1017571111854zbMath1024.90063OpenAlexW1490132940MaRDI QIDQ1608138

Jonathan F. Bard, Stephan Dempe

Publication date: 12 August 2002

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017571111854

zbMATH Keywords

nondifferentiable optimizationLipschitz continuitygeneralized gradientsbilevel programming problembundle algorithmtwo-person Stackelberg game

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31)

Related Items

Solving ill-posed bilevel programs ⋮ Stackelberg solutions for fuzzy random bilevel linear programming through level sets and probability maximization ⋮ Stackelberg solutions for fuzzy random two-level linear programming through probability maximization with possibility ⋮ Stackelberg solutions for fuzzy random two-level linear programming through level sets and fractile criterion optimization ⋮ Constraint programming approach to a bilevel scheduling problem ⋮ A quasisecant method for solving a system of nonsmooth equations ⋮ A smoothing heuristic for a bilevel pricing problem ⋮ Reduced subgradient bundle method for linearly constrained non-smooth non-convex problems ⋮ Global Search for Bilevel Optimization with Quadratic Data ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

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