A global optimization method for nonlinear bilevel programmingproblems

摘要

Nonlinear two-level programming deals with optimization problemsnin which the constraint region is implicitly determined by anothernoptimization problem. Mathematical programs of this type arise innconnection with policy problems to which the Stackelberg leader-followerngame is applicable. In this paper, the nonlinear bilevel programmingnproblem is restated as a global optimization problem and a new solutionnmethod based on this approach is developed. The most important featurenof this new method is that it attempts to take full advantage of thenstructure in the constraints using some recent global optimizationntechniques