Numerical Study of an Inexact-restoration Algorithm for Nonlinear Bilevel Optimization

ELVIO ANGEL PILOTTA; GERMÁN ARIEL TORRES

Buenos Aires

Congreso; ALIO/INFORMS Joint International Meeting; 2010

Association of Latin-Iberoamerican Operational Research Societies - Institute for Operations Research and the Management Sciences

<!-- @page { margin: 0.79in } P { margin-bottom: 0.08in } -->Inexact Restoration methods were introduced for solving nonlinear optimization problems (Martínez, Pilotta, 2000). They were applied for solving bilevel programming problems without reformulating them as a single-level nonlinear programming problem (Andreani, Castro, Chela, Friedlander, Santos, 2007). This strategy avoids spurious stationary points that could appear when one replace an optimization problem by optimality constraints. We perform several implementations and present a numerical study by using different class of test problems.