Article ID: | iaor20072595 |
Country: | Netherlands |
Volume: | 131 |
Issue: | 3 |
Start Page Number: | 365 |
End Page Number: | 382 |
Publication Date: | Dec 2006 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Morgan J., Bonnel H. |
We consider a bilevel optimization problem where the upper level is a scalar optimization problem and the lower level is a vector optimization problem. For the lower level, we deal with weakly efficient solutions. We approach our problem using a suitable penalty function which vanishes over the weakly efficient solutions of the lower-level vector optimization problem and which is nonnegative over its feasible set. Then, we use an exterior penalty method.