A modified homotopy method for solving the principal-agent bilevel programming problem

DOI10.1007/s40314-016-0361-5zbMath1409.91157OpenAlexW2466817430MaRDI QIDQ1655396

Zhichuan Zhu, Bo Yu

Publication date: 9 August 2018

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-016-0361-5

zbMATH Keywords

nonconvex programminghomotopy methodprincipal-agent modelSimpson's rulepiecewise linear contractual function

Mathematics Subject Classification ID

Related Items (8)

Global convergence analysis of the aggregate constraint homotopy method for nonlinear programming problems with both inequality and equality constraints ⋮ Unnamed Item ⋮ A modified iterative algorithm for finding a common element in Hilbert space ⋮ Strong convergence on the aggregate constraint-shifting homotopy method for solving general nonconvex programming ⋮ Some inequality techniques in handling fixed point problems on unbounded sets via homotopy methods ⋮ Globally convergent method for designing twice spline contractual function ⋮ Homotopy method for solving mathematical programs with bounded box-constrained variational inequalities ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Uses Software

• Matlab
• HOMPACK

Cites Work

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