Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming

DOI10.1080/10556788.2016.1200042zbMath1364.90282OpenAlexW2462902233MaRDI QIDQ5268891

Bo Yu, Zhichuan Zhu

Publication date: 21 June 2017

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2016.1200042

zbMATH Keywords

principal-agent modelbilevel programminghomotopy algorithmnon-convex programming

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 ⋮ Convergences for robust bilevel polynomial programmes with applications ⋮ Unnamed Item ⋮ A modified iterative algorithm for finding a common element in Hilbert space ⋮ A modified constraint shifting homotopy method for solving general nonlinear multiobjective programming ⋮ A modified infeasible homotopy algorithm for computing fixed point in general non-convex set ⋮ Some inequality techniques in handling fixed point problems on unbounded sets via homotopy methods ⋮ Globally convergent method for designing twice spline contractual function

Uses Software

• Matlab
• LOQO
• MINOS
• fmincon

Cites Work

• Unnamed Item
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• On solving simple bilevel programs with a nonconvex lower level program
• Theory of Globally Convergent Probability-One Homotopies for Nonlinear Programming
• Algorithm 652
• New Necessary Optimality Conditions for Bilevel Programs by Combining the MPEC and Value Function Approaches
• Two New Conditions Supporting the First-Order Approach to Multisignal Principal-Agent Problems
• The First-Order Approach to Principal-Agent Problems
• Justifying the First-Order Approach to Principal-Agent Problems
• An Analysis of the Principal-Agent Problem
• A Constructive Proof of the Brouwer Fixed-Point Theorem and Computational Results
• Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem
• The First-Order Approach to Multi-Signal Principal-Agent Problems
• Introduction to Numerical Continuation Methods
• On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods

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