THE STEEPEST DESCENT DIRECTION FOR THE NONLINEAR BILEVEL PROGRAMMING PROBLEM

被引：120

作者：

SAVARD, G

GAUVIN, J

机构：

[1] Gerad. École Polytechnique de Montréal, Département de mathématiques appliquées, Montréal, Que. H3C 3A7, C.P. 6079, Succ. Centre-Ville

[2] École Polytechnique de Montréal, Département de mathématiques appliquées, Montréal, Que. H3C 3A7, C.P. 6079, Succ. Centre-Ville

来源：

OPERATIONS RESEARCH LETTERS | 1994年 / 15卷 / 05期

基金：

加拿大自然科学与工程研究理事会;

关键词：

BILEVEL PROGRAMMING; PARAMETRIC ANALYSIS; GLOBAL OPTIMIZATION;

D O I：

10.1016/0167-6377(94)90086-8

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：

In this paper, we give necessary optimality conditions for the nonlinear bilevel programming problem. Furthermore, at each feasible point, we show that the steepest descent direction is obtained by solving a quadratic bilevel programming problem. We give indication that this direction can be used to develop a descent algorithm for the nonlinear bilevel problem.

引用

页码：265 / 272

页数：8

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