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Convergent Semidefinite Programming Relaxations for Global Bilevel Polynomial Optimization Problems (1506.02099v2)
Published 6 Jun 2015 in math.OC
Abstract: In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and global minimum using a sequence of semidefinite programming (SDP) relaxations and provide convergence results for the methods. Our scheme for problems with a convex lower-level problem involves solving a transformed equivalent single-level problem by a sequence of SDP relaxations; whereas our approach for general problems involving a non-convex polynomial lower-level problem solves a sequence of approximation problems via another sequence of SDP relaxations.