An Objective Penalty Function of Bilevel Programming

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

7 Scopus Citations
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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)377-387
Journal / PublicationJournal of Optimization Theory and Applications
Volume153
Issue number2
Publication statusPublished - May 2012

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. © 2011 Springer Science+Business Media, LLC.

Research Area(s)

  • Algorithm, Bilevel programming, Objective penalty function, Penalty function

Citation Format(s)

An Objective Penalty Function of Bilevel Programming. / Meng, Zhiqing; Dang, Chuangyin; Shen, Rui et al.
In: Journal of Optimization Theory and Applications, Vol. 153, No. 2, 05.2012, p. 377-387.

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review