Abstract
Filter methods, introduced by Fletcher and Leyffer for nonlinear programming are characterized by the use of the dominance concept of multiobjective optimization, instead of a penalty parameter whose adjustment can be problematic. This paper presents a way to implement a filter based approach to solve a nonlinear bilevel programming problem in a linear approximations framework. The approach presented is based on the trust region idea from nonlinear programming, combined with filter-SQP algorithm, smooth and active sets techniques. The restoration procedure introduced in our algorithm consists in computing a rational solution.
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Etoa, J.B.E. (2010). A Filter Method to Solve Nonlinear Bilevel Programming Problems. In: Zhu, R., Zhang, Y., Liu, B., Liu, C. (eds) Information Computing and Applications. ICICA 2010. Lecture Notes in Computer Science, vol 6377. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16167-4_51
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DOI: https://doi.org/10.1007/978-3-642-16167-4_51
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