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DC programming techniques for solving a class of nonlinear bilevel programs |
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| Authors: | Le Thi Hoai An Pham Dinh Tao Nam Nguyen Canh Nguyen Van Thoai |
| Affiliation: | (1) Laboratory of Theoretical and Applied Computer Science, UFR MIM, Metz University, Ile du Saulcy, 57045 Metz, France;(2) Laboratory of Modelling, Optimization and Operations Research, LMI, National Institute for Applied Sciences - Rouen, BP 08, Place Emile Blondel F, 76131 Mont Saint Aignan Cedex, France;(3) Department of Mathematics, University of Trier, 54286 Trier, Germany |
| Abstract: | We propose a method for finding a global solution of a class of nonlinear bilevel programs, in which the objective function in the first level is a DC function, and the second level consists of finding a Karush-Kuhn-Tucker point of a quadratic programming problem. This method is a combination of the local algorithm DCA in DC programming with a branch and bound scheme well known in discrete and global optimization. Computational results on a class of quadratic bilevel programs are reported. |
| Keywords: | Bilevel programming Nonconvex programming DC programming DCA Global optimization Branch and bound techniques |
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