Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

An Objective Penalty Method for Optimistic Bilevel Programming Problems

An Objective Penalty Method for Optimistic Bilevel Programming Problems In this paper, we consider an optimistic nonlinear bilevel programming problem. Under some conditions, we first show that the sequence of solutions to penalty problems converges to the optimal solution of the original bilevel programming problem. We then present an objective penalty method to solve such a problem. Finally, some numerical experiments are performed to illustrate its feasibility. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of the Operations Research Society of China Springer Journals

An Objective Penalty Method for Optimistic Bilevel Programming Problems

Loading next page...
 
/lp/springer_journal/an-objective-penalty-method-for-optimistic-bilevel-programming-9ABJuin8aj
Publisher
Springer Journals
Copyright
Copyright © Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press, and Springer-Verlag GmbH Germany, part of Springer Nature 2018
Subject
Mathematics; Operations Research, Management Science
ISSN
2194-668X
eISSN
2194-6698
DOI
10.1007/s40305-018-0205-7
Publisher site
See Article on Publisher Site

Abstract

In this paper, we consider an optimistic nonlinear bilevel programming problem. Under some conditions, we first show that the sequence of solutions to penalty problems converges to the optimal solution of the original bilevel programming problem. We then present an objective penalty method to solve such a problem. Finally, some numerical experiments are performed to illustrate its feasibility.

Journal

Journal of the Operations Research Society of ChinaSpringer Journals

Published: Mar 1, 2020

References