关键词: 全局优化, 二次双层规划, 非孤立最优解

Abstract:

A parametric algorithm was proposed for solving the nonisolated global optimal solution of quadratic bilevel programming problem in view of most existing approximate methods for solving these problems sometimes providing an infeasible solution, or a solution far from the ture optimum. The algorithm overcomes these limitations. Numerical results presented show the effectiveness of this method.

Key words:  global optimization, quadratic bilevel programming, nonisolated optimal solution