THE STEEPEST DESCENT DIRECTION FOR THE NONLINEAR BILEVEL PROGRAMMING PROBLEM

被引：116
|
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
收藏
页码：265 / 272
页数：8
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