THE STEEPEST DESCENT DIRECTION FOR THE NONLINEAR BILEVEL PROGRAMMING PROBLEM

Authors
SAVARD G GAUVIN J
Citation
G. Savard et J. Gauvin, THE STEEPEST DESCENT DIRECTION FOR THE NONLINEAR BILEVEL PROGRAMMING PROBLEM, Operations research letters, 15(5), 1994, pp. 265-272
Citations number
20
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science
Journal title
Operations research letters → ACNP
ISSN journal
01676377
Volume
15
Issue
5
Year of publication
1994
Pages
265 - 272
Database
ISI
SICI code
0167-6377(1994)15:5<265:TSDDFT>2.0.ZU;2-2
Abstract
In this paper, we give necessary optimality conditions for the nonline ar bilevel programming problem. Furthermore, at each feasible point, w e show that the steepest descent direction is obtained by solving a qu adratic bilevel programming problem. We give indication that this dire ction can be used to develop a descent algorithm for the nonlinear bil evel problem.