A Primal-Dual-Assisted Penalty Approach to Bilevel Optimization with Coupled Constraints.
Liuyuan JiangQuan XiaoVictor M. TenorioFernando Real-RojasAntonio G. MarquésTianyi ChenPublished in: CoRR (2024)
Keyphrases
- primal dual
- linear programming
- linear programming problems
- convex programming
- saddle point
- penalty function
- interior point methods
- linear program
- constrained optimization
- convex optimization
- nonlinear programming
- affine scaling
- convex optimization problems
- objective function
- mathematical program
- line search
- simplex algorithm
- semidefinite programming
- variational inequalities
- valid inequalities
- interior point algorithm
- convergence rate
- algorithm for linear programming
- inequality constraints
- optimization problems
- convex constraints
- interior point
- quadratic programming
- multiple objectives
- approximation algorithms
- simplex method
- lagrange multipliers
- augmented lagrangian
- evolutionary algorithm
- optimal solution
- np hard
- dynamic programming
- equality constraints
- feasible solution
- higher order
- feasible set
- augmented lagrangian method
- wavelet coefficients
- constraint programming
- linear programming relaxation