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Bilevel Polynomial Programs and Semidefinite Relaxation Methods

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 نشر من قبل Jane Ye
 تاريخ النشر 2015
  مجال البحث
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A bilevel program is an optimization problem whose constraints involve another optimization problem. This paper studies bilevel polynomial programs (BPPs), i.e., all the functions are polynomials. We reformulate BPPs equivalently as semi-infinite polynomial programs (SIPPs), using Fritz John conditions and Jacobian representations. Combining the exchange technique and Lasserre type semidefinite relaxations, we propose numerical methods for solving both simple and general BPPs. For simple BPPs, we prove the convergence to global optimal solutions. Numerical experiments are presented to show the efficiency of proposed algorithms.



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