A globally convergent algorithm for a class of bilevel nonlinear programming problem

摘要

Bilevel programming, one of the multilevel programming, is a class of optimization with hierarchical structure. This paper proposes a globally convergent algorithm for a class of bilevel nonlinear programming. In this algorithm, by use of the dual theory, the bilevel nonlinear programming is transformed into a traditional programming problem, which can be turned into a series of programming problem without constraints. So we can solve the infinite nonlinear programming in parallelism to obtain the globally convergent solution of the original bilevel nonlinear programming. And the example illustrates the feasibility and efficiency of the proposed algorithm.