Connection of Some Bilevel and Nonlinear Optimization Problems

被引:1
|
作者
Malyshev, A. M. [1 ]
Strekalovskii, A. S. [1 ]
机构
[1] Russian Acad Sci, Inst Dynam Syst & Control Theory, Siberian Branch, Ul Lermontova 134, Irkutsk 664033, Russia
关键词
bilevel optimization problems; guaranteed (pessimistic) solution; nonconvex optimization problems;
D O I
10.3103/S1066369X11040104
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper we reduce a quadratic-linear bilevel optimization problem with a guaranteed solution to a family of bilevel problems in the optimistic statement. Then we reduce the obtained bilevel problems to nonconvex one-level optimization problems and solve the latter by nonconvex optimization methods.
引用
收藏
页码:83 / 86
页数:4
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