Global optimization of nonlinear bilevel programming problems

被引：136

作者：

Gümüs, ZH ^{[1
]}

Floudas, CA ^{[1
]}

机构：

[1] Princeton Univ, Dept Chem Engn, Princeton, NJ 08544 USA

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2001年 / 20卷 / 01期

基金：

美国国家科学基金会;

关键词：

bilevel programming; bilevel optimization; twice-continuously differentiable; global optimization; bilevel nonlinear; nonconvex; mixed integer nonlinear optimization;

D O I：

10.1023/A:1011268113791

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

A novel technique that addresses the solution of the general nonlinear bilevel programming problem to global optimality is presented. Global optimality is guaranteed for problems that involve twice differentiable nonlinear functions as long as the linear independence constraint qualification condition holds for the inner problem constraints. The approach is based on the relaxation of the feasible region by convex underestimation, embedded in a branch and bound framework utilizing the basic principles of the deterministic global optimization algorithm, alpha BB [2, 4, 5, 11]. Epsilon global optimality in a finite number of iterations is theoretically guaranteed. Computational studies on several literature problems are reported.

引用

页码：1 / 31

页数：31

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