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DOUBLE PENALTY METHOD FOR BILEVEL OPTIMIZATION PROBLEMS.
- Source :
- Annals of Operations Research; 1992, Vol. 34 Issue 1-4, p73-88, 16p, 1 Chart, 1 Graph
- Publication Year :
- 1992
-
Abstract
- A penalty function method approach for solving a constrained bilevel optimization problem is proposed. In the algorithm, both the upper level and the lower level problems are approximated by minimization problems of augmented objective functions. A convergence theorem is presented. The method is applicable to the non-singleton lower-level reaction set case. Constraint qualifications which imply the assumptions of the general convergence theorem are given. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02545330
- Volume :
- 34
- Issue :
- 1-4
- Database :
- Complementary Index
- Journal :
- Annals of Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- 18698253
- Full Text :
- https://doi.org/10.1007/BF02098173