Abstract
In this paper, we give a descent algorithm for solving quadratic bilevel programming problems. It is proved that the descent algorithm finds a locally optimal solution to a quadratic bilevel programming problem in a finite number of iterations. Two numerical examples are given to illustrate this algorithm.
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This work is supported by the National Natural Science Foundation of China (No. 19731001) and the Croucher Foundation of Hong Kong.
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Jiye, H., Guoshan, L. & Shouyang, W. A new descent algorithm for solving quadratic bilevel programming problems. Acta Mathematicae Applicatae Sinica 16, 235–244 (2000). https://doi.org/10.1007/BF02679888
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DOI: https://doi.org/10.1007/BF02679888