Solving convex quadratic bilevel programming problems using an enumeration sequential quadratic programming algorithm |
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Authors: | Jean Bosco Etoa Etoa |
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Institution: | (3) Dept. Math. Statist. McGill Univ., Burnside Hall, 805 Sherbrooke Street West, Montreal, Quebec, Canada, H3A 2K6 |
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Abstract: | In this paper, we present an original method to solve convex bilevel programming problems in an optimistic approach. Both
upper and lower level objective functions are convex and the feasible region is a polyhedron. The enumeration sequential linear
programming algorithm uses primal and dual monotonicity properties of the primal and dual lower level objective functions
and constraints within an enumeration frame work. New optimality conditions are given, expressed in terms of tightness of
the constraints of lower level problem. These optimality conditions are used at each step of our algorithm to compute an improving
rational solution within some indexes of lower level primal-dual variables and monotonicity networks as well. Some preliminary
computational results are reported. |
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Keywords: | |
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