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A new descent algorithm for solving quadratic bilevel programming problems |
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| Authors: | Han Jiye Liu Guoshan Wang Shouyang |
| Institution: | (1) Institute of Applied Mathematics, the Academy of Mathematics and Systems Sciences, the Chinese Academy of Sciences, 100080 Beijing, China;(2) School of Business Administration, Renmin University of China, 100872 Beijing, China;(3) Institute of Systems Science, the Academy of Mathematics and Systems Science, the Chinese Academy of Sciences, 100080 Beijing, China |
| Abstract: | 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. |
| Keywords: | Bilevel programming quadratic programming descent algorithm finite convergence |
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