Global optimization algorithm
for solving bilevel programming problems with quadratic lower levels
Abstract: In this article, we propose a method for finding the global optimum of a class of nonlinear bilevel programming problems. The main idea of this method is to construct iteratively a sequence of points either ending at an optimal solution of the equivalent problem with a complementarity constraint, or converging to an optimal solution. The construction of such a sequence is performed by using a branch-and-bound scheme, together with some relaxation techniques, which are successfully applied in global optimization. Some illustrative examples and results on computational experiments are reported.
Keywords: Bilevel programming, nonconvex programming,
branch and bound.
Received: March 2009; Revised: September 2009; Available Online: November 2009.
2015 Impact Factor.776