Abstract

In this paper, the Fischer–Burmeister active-set trust-region (FBACTR) algorithm is introduced to solve the nonlinear bilevel programming problems. In FBACTR algorithm, a Karush–Kuhn–Tucker (KKT) condition is used with the Fischer–Burmeister function to transform a nonlinear bilevel programming (NBLP) problem into an equivalent smooth single objective nonlinear programming problem. To ensure global convergence for the FBACTR algorithm, an active-set strategy is used with a trust-region globalization strategy. The theory of global convergence for the FBACTR algorithm is presented. To clarify the effectiveness of the proposed FBACTR algorithm, applications of mathematical programs with equilibrium constraints are tested.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.