Le Thi Hoai An, Pham Dinh Tao, Nguyen Van Thoai, Nguyen Canh Nam: "D.C. Optimization Techniques for Solving a Class of Nonlinear Bilevel Programs".

Abstract: We propose a method for finding a global solution of a class of nonlinear bilevel programs, in which the objective function in the first level is a DC function, and the second level consists of finding a Karush-Kuhn-Tucker point of a quadratic programming problem. This method is a combination of the local algorithm DCA in DC programming with a branch and bound scheme well known in discrete and global optimization. Computational results on a class of quadratic bilevel programs are reported.

 

Keywords: Bilevel programming, Nonconvex programming, DC programming, DCA, Global optimization, Branch and bound techniques.

 

Citation: Le Thi Hoai An, Pham Dinh Tao, Nguyen Van Thoai, Nguyen Canh Nam, D.C. Optimization Techniques for Solving a Class of Nonlinear Bilevel Programs, Journal of Global Optimization, Vol 44, Num 3, pp. 313-337, 2009.

 

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