Groupe d’études et de recherche en analyse des décisions

G-90-37

The Steepest Descent Direction for the Nonlinear Bilevel Programming Problem

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In this paper, we give necessary optimality conditions for the nonlinear bilevel programming problem. Furthermore, at each feasible point, we show that the steepest descent direction is obtained by solving a quadratic bilevel programming problem. We give indication that this direction can be used to develop a descent algorithm for the nonlinear bilevel problem.

, 15 pages

Ce cahier a été révisé en janvier 1993