##### Department of Mathematics,

University of California San Diego

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### Center for Computational Mathematics Seminar

## Suhan Zhong

#### UC San Diego

## A Lagrange multiplier expression method for bilevel polynomial optimization

##### Abstract:

Bilevel optimization problem is a two-level optimization problem, where a subset of its variables is constrained in the optimizer set of another optimization problem parameterized by the remaining variables. In this talk, we introduce a Lagrange multiplier expression method for bilevel polynomial optimization based on polynomial optimization relaxations. Each relaxation is obtained from the Kurash-Kuhn-Tucker (KKT) conditions for the lower level optimization and the exchange technique for semi-infinite programming. The global convergence of the method is proved under some general assumptions. And some numerical examples will be given to show the efficiency of the method.

### January 26, 2021

### 10:00 AM

### Zoom Meeting ID: 950 6794 9984

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