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optional repair: Newton-Quasi method
Global optimization algorithm
for solving bilevel programming problems with quadratic lower levels
In this article, we propose a method for finding the global
optimum of a class of nonlinear bilevel programming
problems. The main idea of this method is to construct iteratively a
sequence of points
either ending at an optimal solution of the equivalent problem with a
complementarity constraint, or
converging to an optimal solution. The construction of such a
sequence is performed by using a branch-and-bound scheme, together
with some relaxation techniques, which are successfully applied in
global optimization. Some illustrative examples and results on
computational experiments are reported.