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科学通报(英文版) 1998
A trust region algorithm for bilevel programing problems
Keywords: bilevel programming problem,trust region algorithm,global convergence Abstract: A trust region algorithm is proposed for solving bilevel programming problems where the lower level programming problem is a strongly convex programming problem with linear constraints. This algorithm is based on a trust region algorithm for nonsmooth unconstrained optimization problems, and its global convergence is also proved.
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