3 code implementations • 6 Jun 2015 • V. Jeyakumar, J. B. Lasserre, G. Li, T. S. Pham
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.
Optimization and Control