In this paper, a class of bilevel programming problems is studied, in which the lower level is a quadratic programming problem, and the upper level problem consists of a nonlinear objective function with coupling constraints. An iterative process is developed to generate a sequence of points, which converges to the solution of this problem. In each iteration of this process, the active set constraints of the lower level problem are modified while decreasing the upper level objective function. Some theoretical results are proven to justify the strategy. Numerical computations are provided to support the methodology.
Citation
@article{Bhuvnesh2025, author = {Bhuvnesh Khatana and Geetanjali Panda}, title = {Descent Scheme for a Class of Bilevel Programming Problems}, journal = {Optimization Online}, year = {2025}, url = {https://www.optimization-online.org/2025/01/descent-scheme-for-a-class-of-bilevel-programming-problems/} }