| タイトル | Algorithms for bilevel optimization |
| 本文（外部サイト） | http://hdl.handle.net/2060/19950010482 |
| 著者（英） | Dennis, J. E., Jr.; Alexandrov, Natalia |
| 著者所属（英） | Institute for Computer Applications in Science and Engineering |
| 発行日 | 1994-09-01 |
| 言語 | eng |
| 内容記述 | General multilevel nonlinear optimization problems arise in design of complex systems and can be used as a means of regularization for multi-criteria optimization problems. Here, for clarity in displaying our ideas, we restrict ourselves to general bi-level 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 nondegenerate feasible set. We consider necessary optimality conditions for the bi-level problem formulations and discuss results that can be extended to obtain multilevel optimization formulations with constraints at each level. |
| NASA分類 | NUMERICAL ANALYSIS |
| レポートNO | 95N16897
NASA-CR-194980
NAS 1.26:194980
ICASE-94-77 |
| 権利 | No Copyright |
|
