An algorithm for the mixed-integer nonlinear bilevel programming problem.

Thomas A. Edmunds Jonathan F. Bard

Published in: Ann. Oper. Res. (1992)

Keyphrases

mixed integer
nonlinear bilevel programming
convex hull
learning algorithm
optimal solution
search space
dynamic programming
objective function
bilevel programming
training data
cost function
probabilistic model
graphical models
convergence rate
primal dual
optimality conditions