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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Vydáno v:Numerical functional analysis and optimization Ročník 34; číslo 2; s. 207 - 219
Hlavní autoři: Meng, Zhiqing, Xu, Xinsheng, Shen, Rui, Jiang, Min
Médium: Journal Article
Jazyk:angličtina
Vydáno: Taylor & Francis Group 01.02.2013
Témata:
Algorithms
Bilevel programming
Convexity
Objective penalty function
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Secondary 90C30
Smoothing
ISSN:0163-0563, 1532-2467
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Abstract 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.
AbstractList 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.
Author Meng, Zhiqing
Xu, Xinsheng
Jiang, Min
Shen, Rui
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SubjectTerms Algorithms
Bilevel programming
Convexity
Objective penalty function
Primary 65K05
Secondary 90C30
Smoothing
Title An Objective Penalty Function Algorithm for Bilevel Programming Based on Multi-Parameters
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