CÁC BÀI BÁO KHOA HỌC 20:34:41 Ngày 23/10/2019 GMT+7
A global optimization method for solving convex quadratic bilevel programming problems

We use the merit function technique to formulate a linearly constrained bilevel convex quadratic problem as a convex program with an additional convex-d.c. constraint. To solve the latter problem we approximate it by convex programs with an additional convex-concave constraint using an adaptive simplicial subdivision. This approximation leads to a branch-and-bound algorithm for finding a global optimal solution to the bilevel convex quadratic problem. We illustrate our approach with an optimization problem over the equilibrium points of an n-person parametric noncooperative game.


 Muu L.D., Van Quy N.
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