An Objective Penalty Function of Bilevel Programming

An Objective Penalty Function of Bilevel Programming

0.00 Avg rating0 Votes
Article ID: iaor20123741
Volume: 153
Issue: 2
Start Page Number: 377
End Page Number: 387
Publication Date: May 2012
Journal: Journal of Optimization Theory and Applications
Authors: , , ,
Keywords: penalty functions, programming (bilevel)
Abstract:

Penalty methods are very efficient in finding an optimal solution to constrained optimization problems. In this paper, we present an objective penalty function with two penalty parameters for inequality constrained bilevel programming under the convexity assumption to the lower level problem. Under some conditions, an optimal solution to a bilevel programming defined by the objective penalty function is proved to be an optimal solution to the original bilevel programming. Moreover, based on the objective penalty function, an algorithm is developed to obtain an optimal solution to the original bilevel programming, with its convergence proved under some conditions.

Reviews

Required fields are marked *. Your email address will not be published.