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A Lagrange multiplier expression method for bilevel polynomial optimization.
Suhan Zhong
UCSD
Abstract:
Bilevel optimization problem is a two-level optimization problem, where a subset of its variables is constrained in the optimizer set of another optimization problem parameterized by the remaining variables. In this talk, we introduce a Lagrange multiplier expression method for bilevel polynomial optimization based on polynomial optimization relaxations. Each relaxation is obtained from the Kurash-Kuhn-Tucker (KKT) conditions for the lower level optimization and the exchange technique for semi-infinite programming. The global convergence of the method is proved under some general assumptions. And some numerical examples will be given to show the efficiency of the method.
Tuesday, January 26, 2021
11:00AM Zoom Meeting ID: 950 6794 9984
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Randolph E. Bank
Philip E. Gill
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Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Suhan Zhong
UCSD
Abstract:
Bilevel optimization problem is a two-level optimization problem, where a subset of its variables is constrained in the optimizer set of another optimization problem parameterized by the remaining variables. In this talk, we introduce a Lagrange multiplier expression method for bilevel polynomial optimization based on polynomial optimization relaxations. Each relaxation is obtained from the Kurash-Kuhn-Tucker (KKT) conditions for the lower level optimization and the exchange technique for semi-infinite programming. The global convergence of the method is proved under some general assumptions. And some numerical examples will be given to show the efficiency of the method.
Tuesday, January 26, 2021
11:00AM Zoom Meeting ID: 950 6794 9984