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From: Kumar Sambhav on 9 Apr 2010 06:33
Hello friends,
Kindly let me know if fmincon can be used to execute bilevel optimization. I have to minimize a function which has three nested minimization functions. Can this be accomplished using fmincon?
From: James Allison on 13 Apr 2010 10:45
Yes, fmincon has been used for bilevel nested optimization. I've used it
for Collaborative Optimization implementations, which have a bilevel
structure.

-James

Kumar Sambhav wrote:
> Hello friends,
> Kindly let me know if fmincon can be used to execute bilevel
> optimization. I have to minimize a function which has three nested
> minimization functions. Can this be accomplished using fmincon?
From: Kumar Sambhav on 14 Apr 2010 04:05
Thanks James.

James Allison <james.allison(a)mathworks.com> wrote in message <hq201d$bh6$2(a)fred.mathworks.com>...
> Yes, fmincon has been used for bilevel nested optimization. I've used it
> for Collaborative Optimization implementations, which have a bilevel
> structure.
>
> -James
>
> Kumar Sambhav wrote:
> > Hello friends,
> > Kindly let me know if fmincon can be used to execute bilevel
> > optimization. I have to minimize a function which has three nested
> > minimization functions. Can this be accomplished using fmincon?
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