Global Optimization of Nonlinear Bilevel Programming Problems

  title={Global Optimization of Nonlinear Bilevel Programming Problems},
  author={Zeynep H. G{\"u}m{\"u}s and Christodoulos A. Floudas},
  journal={J. Global Optimization},
A novel technique that addresses the solution of the general nonlinear bilevel programming problem to global optimality is presented. Global optimality is guaranteed for problems that involve twice differentiable nonlinear functions as long as the linear independence constraint qualification condition holds for the inner problem constraints. The approach is based on the relaxation of the feasible region by convex underestimation, embedded in a branch and bound framework utilizing the basic… CONTINUE READING
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