Semivectorial bilevel optimization problem: penalty approach

Semivectorial bilevel optimization problem: penalty approach

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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: ,
Abstract:

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.

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