Abstract
If we want to apply iterative solution procedures of nonlinear optimization for solving the upper level of a two-level optimization problem, at each step the required problem data must be generated by solving the lower level for the actual parameter value. For the class of gradient-type methods we discuss some ideas, how the accuracy in the lower level can be controlled to ensure the convergence in the upper level. The present paper supplements results of a book of Gol'stein and Tretyakov from 1989.
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 callDisclaimer: 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.
