Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming.

Zhichuan Zhu Bo Yu

Published in: Optim. Methods Softw. (2017)

Keyphrases

bilevel programming
optimization algorithm
optimality conditions
learning algorithm
dynamic programming
optimal solution
search space
cost function
worst case
combinatorial optimization
convex hull
globally convergent
objective function
global convergence