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Rapport (Rapport De Recherche) Année : 2001

On the Convergence of the Algorithm for Bilevel Programming Problems by Clegg and Smith

Résumé

In [1,2], Smith and colleagues present an algorithm for solving the bilevel programming problem. We show that the points reached by the algorithm are not stationary points of bilevel programs in general. We further show that, with a minor modification, this method can be expressed as an inexact penalty method for gap function-constrained bilevel programs.
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Dates et versions

inria-00072438 , version 1 (24-05-2006)

Identifiants

  • HAL Id : inria-00072438 , version 1

Citer

Guy Cohen, Jean-Pierre Quadrat, Laura Wynter. On the Convergence of the Algorithm for Bilevel Programming Problems by Clegg and Smith. [Research Report] RR-4185, INRIA. 2001. ⟨inria-00072438⟩
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