This paper describes BIPA, a software for solving nonlinear bilevel programming problems. At each iteration, the underlying algorithm computes a linear-quadratic approximation of the original problem around the current iterate. The whole process is embedded in a trust-region framework. We first describe the algorithm before giving details about the implementation and the resulting software and explain how to use it. Finally, a series of test problems is given as well as a complete example with input and output files.
Published July 2002 , 53 pages