KMS Of Academy of mathematics and systems sciences, CAS
A Trust Region Algorithm for Solving Bilevel Programming Problems | |
其他题名 | A Trust Region Algorithm for Solving Bilevel Programming Problems |
Liu Guoshan1; Xu Shiqin1; Han Jiye2 | |
2013 | |
发表期刊 | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES |
ISSN | 0168-9673 |
卷号 | 29期号:3页码:491-498 |
摘要 | In this paper, we present a new trust region algorithm for a nonlinear bilevel programming problem by solving a series of its linear or quadratic approximation subproblems. For the nonlinear bilevel programming problem in which the lower level programming problem is a strongly convex programming problem with linear constraints, we show that each accumulation point of the iterative sequence produced by this algorithm is a stationary point of the bilevel programming problem. |
其他摘要 | In this paper, we present a new trust region algorithm for a nonlinear bilevel programming problem by solving a series of its linear or quadratic approximation subproblems. For the nonlinear bilevel programming problem in which the lower level programming problem is a strongly convex programming problem with linear constraints, we show that each accumulation point of the iterative sequence produced by this algorithm is a stationary point of the bilevel programming problem. |
关键词 | NONSMOOTH OPTIMIZATION CONVERGENCE Bilevel programming problem trust region algorithm global convergence mathematical program with equilibrium constraints stationary point |
收录类别 | CSCD |
语种 | 英语 |
资助项目 | [National Natural Science Foundation of China] |
CSCD记录号 | CSCD:4851584 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/53390 |
专题 | 中国科学院数学与系统科学研究院 |
作者单位 | 1.中国人民大学 2.中国科学院数学与系统科学研究院 |
推荐引用方式 GB/T 7714 | Liu Guoshan,Xu Shiqin,Han Jiye. A Trust Region Algorithm for Solving Bilevel Programming Problems[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2013,29(3):491-498. |
APA | Liu Guoshan,Xu Shiqin,&Han Jiye.(2013).A Trust Region Algorithm for Solving Bilevel Programming Problems.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,29(3),491-498. |
MLA | Liu Guoshan,et al."A Trust Region Algorithm for Solving Bilevel Programming Problems".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 29.3(2013):491-498. |
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