Jane Ye; On solving bilevel programming problems

Feb 9, 2016, 4pm
SIG 226
Jane Ye,, University of Victoria, Canada.

Abstract:A bilevel program is a sequence of two optimization problems where the constraint region of the upper level problem is determined implicitly by the solution set to the lower level problem. In this talk we report some recent progresses on solving bilevel programming problems. In the case where all functions are polynomials, we propose a numerical method for globally solving the polynomial bilevel program. For the simple bilevel program where the lower level constraints are independent of the upper level variables we propose a numerical method for finding a stationary point.