Global optimization algorithm for solving bilevel programming problems with quadratic lower levels
Paul B. Hermanns, Nguyễn Văn Thoại · Journal of Industrial and Management Optimization · 2009
In this article, we propose a method for finding the globaloptimum of a class of nonlinear bilevel programmingproblems. The main idea of this method is to construct iteratively asequence of points either ending at an optimal solution of the equivalent problem with a complementarity constraint, orconverging to an optimal solution. The construction of such asequence is performed by using a branch-and-bound scheme, togetherwith some relaxation techniques, which are successfully applied inglobal optimization. Some illustrative examples and results oncomputational experiments are reported.