Solving linear bilevel multiobjective programming problem via exact penalty function approach

In this paper, the linear bilevel multiobjective programming problem is addressed. The duality gap of the lower level problem is appended to the objectives of the upper level problem with a penalty, and a penalized problem for the linear bilevel multiobjective programming problem is obtained. We pro...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of inequalities and applications Jg. 2015; H. 1; S. 1 - 12
Hauptverfasser: Lv, Yibing, Wan, Zhongping
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Cham Springer International Publishing 27.08.2015
Springer Nature B.V
Schlagworte:
Algorithms
Analysis
Applications of Mathematics
Inequalities
Mathematical analysis
Mathematical models
Mathematical programming
Mathematics
Mathematics and Statistics
Multiple objective
Optimization
Penalty function
linear bilevel multiobjective programming
Pareto optimal solution
duality gap
penalty function
ISSN:1029-242X, 1025-5834, 1029-242X
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this paper, the linear bilevel multiobjective programming problem is addressed. The duality gap of the lower level problem is appended to the objectives of the upper level problem with a penalty, and a penalized problem for the linear bilevel multiobjective programming problem is obtained. We prove that the Pareto optimality is reached for an exact penalty function, then an algorithm (original algorithm) is proposed. In addition, for the linear bilevel multiobjective programming problem with given weights for the upper level objective functions, we analyze the optimality conditions and propose an algorithm (weights algorithm). The numerical results showing viability of the penalty function approach are presented.
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
content type line 23
ISSN:1029-242X
1025-5834
1029-242X
DOI:10.1186/s13660-015-0780-7