Accession Number : ADA289496

Title :   Algorithms for Bilevel Optimization.

Descriptive Note : Contractor rept.,

Corporate Author : INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING HAMPTON VA

Personal Author(s) : Alexandrov, Natalia ; Dennis, J. E., Jr

PDF Url : ADA289496

Report Date : SEP 1994

Pagination or Media Count : 13

Abstract : General multilevel nonlinear optimization problems arise in design of complex systems and can be used as a means of regularization for multicriteria optimization problems. Here for clarity in displaying our ideas, we restrict ourselves to general bilevel optimization problems, and we present two solution approaches. Both approaches use a trust.region globalization strategy, and they can be easily extended to handle the general multilevel problem. We make no convexity assumptions, but we do assume that the problem has a non degenerate feasible set. We consider necessary optimality conditions for the bilevel problem formulations and discuss results that can be extended to obtain multilevel optimization formulations with constraints at each level.

Descriptors :   *ALGORITHMS, *OPTIMIZATION, *NONLINEAR PROGRAMMING, MATHEMATICAL MODELS, FORMULATIONS, PROBLEM SOLVING, SOLUTIONS(GENERAL), CONVERGENCE, PERTURBATIONS, APPLIED MATHEMATICS, ITERATIONS.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE