Numerical study of an inexact-restoration algorithm for nonlinear bilevel optimization

ELVIO A. PILOTTA; GERMÁN A. TORRES

Buenos Aires

Congreso; ALIO-INFORMS Joint International Meeting; 2010

Sociedad Argentina de Informática / Association of Latin-Iberoamerican Operational Research Societies / Institute for Operations Research and the Management Sciences

Inexact-Restoration methods were introduced for solving nonlinear optimization problems (Martínez, Pilotta, 2000). They were applied for solving bilevel problems without reformulating them as a single-level optimization problem (Andreani et al., 2007). This strategy avoids spurious stationary points that could appear when an optimization problem is replaced by optimality constraints. We perform several implementations and present a numerical study by using different sets of test problems.