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An exact penalty method for weak linear bilevel programming problem |
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| Authors: | Yue Zheng Zhongping Wan Kangtai Sun Tao Zhang |
| Institution: | 1. College of Mathematics and Computer Sciences, Huanggang Normal University, Huanggang, 438000, China 2. School of Mathematics and Statistics, Wuhan University, Wuhan, 430072, China 3. State Key Laboratory of Water Resource and Hydropower Engineering Science, Wuhan University, Wuhan, 430072, China |
| Abstract: | In this paper, we present an exact penalty method, which is different from the existing penalty method, for solving weak linear bilevel programming problem. Then, we establish an existence result of solutions for such a problem. Finally, we propose an algorithm and give two examples to illustrate its feasibility. |
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