On an algorithm solving two-level programming problems with nonunique lower level solutions |
| |
Authors: | S Dempe H Schmidt |
| |
Institution: | (1) Department of Mathematics, Technical University Chemnitz-Zwickau, PSF 964, 09009 Chemnitz, Germany |
| |
Abstract: | In the paper, an algorithm is presented for solving two-level programming problems. This algorithm combines a direction finding problem with a regularization of the lower level problem. The upper level objective function is included in the regularzation to yield uniqueness of the follower's solution set. This is possible if the problem functions are convex and the upper level objective function has a positive definite Hessian. The computation of a direction of descent and of the step size is discussed in more detail. Afterwards the convergence proof is given.Last but not least some remarks and examples describing the difficulty of the inclusion of upper-level constraints also depending on the variables of the lower level are added. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|