bilevel optimization

A Local Convergence Analysis of Bilevel Decomposition Algorithms

  • Victor DeMiguel
  • Walter Murray
    • Categories Multidisciplinary Design Optimization, Nonlinear Optimization Tags , , ,

    Decomposition algorithms exploit the structure of large-scale optimization problems by breaking them into a set of smaller subproblems and a coordinating master problem. Cutting-plane methods have been extensively used to decompose convex problems. In this paper, however, we focus on certain nonconvex problems arising in engineering. Engineers have been using bilevel decomposition algorithms to tackle … Read more

    A Multicriteria Approach to Bilevel Optimization

  • Jörg Fliege
  • Luis Nunes Vicente
    • Categories Global Optimization, Multi-Criteria Optimization, Nonlinear Optimization Tags ,

    In this paper we study the relationship between bilevel optimization and bicriteria optimization. Given a bilevel optimization problem, we introduce an order relation such that the optimal solutions of the bilevel problem are the nondominated points with respect to the order relation. In the case where the lower level problem of the bilevel optimization problem … Read more