An Objective Penalty Function Algorithm for Bilevel Programming Based on Multi-Parameters

In this article, an objective penalty function algorithm based on multi-parameters is proposed for solving bilevel programming convex to the lower level problem. Under some conditions, an optimal solution to a single-objective programming defined by the objective penalty function is proved to be an...

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Bibliographic Details
Published in:Numerical functional analysis and optimization Vol. 34; no. 2; pp. 207 - 219
Main Authors: Meng, Zhiqing, Xu, Xinsheng, Shen, Rui, Jiang, Min
Format: Journal Article
Language:English
Published: Taylor & Francis Group 01.02.2013
Subjects:
Algorithms
Bilevel programming
Convexity
Objective penalty function
Primary 65K05
Secondary 90C30
Smoothing
ISSN:0163-0563, 1532-2467
Online Access:Get full text
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Summary:In this article, an objective penalty function algorithm based on multi-parameters is proposed for solving bilevel programming convex to the lower level problem. Under some conditions, an optimal solution to a single-objective programming defined by the objective penalty function is proved to be an optimal solution to the original bilevel programming. We prove that the algorithm is convergent under some conditions. Numerical results show that the algorithm is efficient for solving some bilevel programming convex to the lower level problem.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0163-0563
1532-2467
DOI:10.1080/01630563.2012.723295