An Objective Penalty Function of Bilevel Programming |
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Authors: | Zhiqing Meng Chuangyin Dang Rui Shen Ming Jiang |
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Institution: | 1.College of Business and Administration,Zhejiang University of Technology,Hangzhou,China;2.Department of Manufacturing Engineering & Engineering Management,City University of Hong Kong,Kowloon,Hong Kong |
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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. |
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Keywords: | |
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