A new descent algorithm for solving quadratic bilevel programming problems

被引：0
|
作者：
Han Jiye
Liu Guoshan
Wang Shouyang
机构：
[1] the Chinese Academy of Sciences,Institute of Applied Mathematics, the Academy of Mathematics and Systems Sciences
[2] Renmin University of China,School of Business Administration
[3] the Chinese Academy of Sciences,Institute of Systems Science, the Academy of Mathematics and Systems Science
来源：
Acta Mathematicae Applicatae Sinica | 2000年 / 16卷 / 3期
关键词：
Bilevel programming; quadratic programming; descent algorithm; finite convergence;
D O I：
10.1007/BF02679888
中图分类号：
学科分类号：
摘要：
In this paper, we give a descent algorithm for solving quadratic bilevel programming problems. It is proved that the descent algorithm finds a locally optimal solution to a quadratic bilevel programming problem in a finite number of iterations. Two numerical examples are given to illustrate this algorithm.
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页码：235 / 244
页数：9
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