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A trust region algorithm for bilevel programing problems 被引量：3

A trust region algorithm for bilevel programing problems
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摘要 A trust region algorithm is proposed for solving bilevel programming problems where the lower level programming problem is a strongly convex programming problem with linear constraints. This algorithm is based on a trust region algorithm for nonsmooth unconstrained optimization problems, and its global convergence is also proved. A trust region algorithm is proposed for solving bilevel programming problems where the lower lwel programming problem is a strongly convex programming problem with linear constraints. This algorithm is based on a trust region algorithm for nonsmooth unconstrained optimization problems, and its global convergence is also proved.
作者 LIU Guoshan 1, HAN Jiye 2 and WANG Shouyang 3 1. Department of Mathematics, Beijing Normal University, Beijing 100875, China 2. Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China 3. Institute of Systems Science, Chi
出处 《Chinese Science Bulletin》 SCIE EI CAS 1998年第10期820-824,共5页
基金 theNationalNaturalScienceFoundationofChina (GrantNo .197310 0 1)andtheManagement,DecisionandInformationSystemLab,ChineseAcademyofSciences
关键词 bilevel PROGRAMMING problem TRUST REGION algorithm GLOBAL convergence. bilevel programming problem trust region algorithm global convergence
分类号 O221 [理学—运筹学与控制论]
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  • 2缪卫华,孙文瑜.一个解无约束优化问题的过滤信赖域方法[J].高等学校计算数学学报,2007,29(1):88-96. 被引量：22
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Chinese Science Bulletin
1998年 第10期

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