Groupe d’études et de recherche en analyse des décisions


A Trust-Region Method for Nonlinear Bilevel Programming: Algorithm and Computational Experience

, et

We consider the approximation of nonlinear bilevel mathematical programs by solvable programs of the same type, i.e., bilevel programs involving linear approximations of the upper-level objective and all constraint-defining functions, as well as a quadratic approximation of the lower-level objective. We describe the main features of the algorithm and the resulting software. Preliminary numerical experiments tend to confirm the remarkable behavior of the method.

, 33 pages