@article{El-Sobky2022, 
author = {B. El-Sobky and G. Ashry},
title = {An interior-point trust-region algorithm to solve a nonlinear bilevel programming problem},
year = {2022},
journal = {AIMS Mathematics},
volume = {7},
number = {4},
pages = {5534-5562},
keywords = {nonlinear bilevel programming problem, Newton's method, Das scaling matrix, trust-region technique, global convergence},
url = {https://www.sciopen.com/article/10.3934/math.2022307},
doi = {10.3934/math.2022307},
abstract = {In this paper, a nonlinear bilevel programming (NBLP) problem is transformed into an equivalent smooth single objective nonlinear programming (SONP) problem utilized slack variable with a Karush-Kuhn-Tucker (KKT) condition. To solve the equivalent smooth SONP problem effectively, an interior-point Newton's method with Das scaling matrix is used. This method is locally method and to guarantee convergence from any starting point, a trust-region strategy is used. The proposed algorithm is proved to be stable and capable of generating approximal optimal solution to the nonlinear bilevel programming problem.A global convergence theory of the proposed algorithm is introduced and applications to mathematical programs with equilibrium constraints are given to clarify the effectiveness of the proposed approach.}
}