ISSN:
1573-2894
Keywords:
bilevel programming
;
parametric optimization
;
bundle algorithm
;
nondifferentiable optimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract In the paper, the question is investigated if a bundle algorithm can be used to compute approximate solutions for bilevel programming problems where the lower level optimal solution is in general not uniquely determined. To give a positive answer to this question, an appropriate regularization approach is used in the lower level. In the general case, the resulting algorithm computes an approximate solution. If the problem proves to have strongly stable lower level solutions for all parameter values in a certain neighborhood of the stationary solutions of the bilevel problem, convergence to stationary solutions can be shown.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008735010803
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