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A trust region algorithm for bilevel programing problems

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Chinese Science Bulletin

Abstract

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.

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Liu, G., Han, J. & Wang, S. A trust region algorithm for bilevel programing problems. Chin. Sci. Bull. 43, 820–824 (1998). https://doi.org/10.1007/BF03182744

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  • DOI: https://doi.org/10.1007/BF03182744

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