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A Combined Homotopy Method for Solving a Class of Bilevel Programming Problem

LI Jiamin1, LIU Qinghuai2   

  1. 1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. Institute of Applied Mathematics, Changchun University of Technology, Changchun 130012, China
  • Received:2007-02-02 Revised:1900-01-01 Online:2007-03-26 Published:2007-03-26
  • Contact: LI Jiamin

Abstract: A combined homotopy method is proposed for solving a class of bilevel programming problem (BLPP). The algorithm is based on constructing the combined homotopy equation for BLPP. We have proved that the existence of the combined homotopy pathway is ordinary and that the point of homotopy path globally converges to a KKT point of BLPP.

Key words: bilevel programming, homotopy method, normal cone condition

CLC Number: 

  • O221.2