Bilevel derivative-free optimization and its application to robust optimization
We address bilevel programming problems when the derivatives of both the upper and the lower level objective functions are unavailable. The core algorithms used for both levels are trust-region interpolation-based methods, using minimum Frobenius norm quadratic models when the number of points is sm...
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| Formato: | other |
| Idioma: | eng |
| Publicado em: |
2010
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| Texto completo: | http://hdl.handle.net/10316/13700 |
| País: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/13700 |