On the solution of convex bilevel optimization problems
On the solution of convex bilevel optimization problems
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DOI：
10.1007/s10589-015-9795-8
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发表时间：
2016-04-01
影响因子：
2.2
通讯作者：
Franke, S.
中科院分区：
文献类型：
--
作者：
Dempe, S.;Franke, S.
提出了一种求解下层问题为完全凸的双层优化问题的算法。收敛到局部最优解的某些弱假设下。该算法利用了问题的最优值变换。变换的双层优化问题使用的弗里茨-约翰必要的最优性条件适用于较低的水平的问题表现出几乎相同的困难，解决问题的使用Karush-Kuhn-Tucker条件。
An algorithm is presented for solving bilevel optimization problems with fully convex lower level problems. Convergence to a local optimal solution is shown under certain weak assumptions. This algorithm uses the optimal value transformation of the problem. Transformation of the bilevel optimization problem using the Fritz-John necessary optimality conditions applied to the lower level problem is shown to exhibit almost the same difficulties for solving the problem as the use of the Karush-Kuhn-Tucker conditions.