AN OBJECTIVE PENALTY FUNCTION METHOD FOR A CLASS OF NONLINEAR BILEVEL PROGRAMMING PROBLEM
ZHENG Yue1 , WAN Zhonging2 , HAO Zijun2
Author information+
1. College of Mathematics and Computer Sciences, Huanggang Normal University, Huanggang 438000; 2.School of Mathematics and Statistics, Wuhan University, Wuhan 430072
In this paper, we consider a class of nonlinear ilevel programming problem in which the lower level is a linear programming problem. Using the dual theory, the original problem is transformed into a single level optimization problem. It not only appends the duality gap of the lower level problem with a penalty,
but also gives an objective penalty parameter to adjust the value of the upper level objective function. Then, we construct an objective penalty function method for such a problem. Finally, some numerical results show that the proposed method is feasible.
ZHENG Yue , WAN Zhonging , HAO Zijun.
AN OBJECTIVE PENALTY FUNCTION METHOD FOR A CLASS OF NONLINEAR BILEVEL PROGRAMMING PROBLEM. Journal of Systems Science and Mathematical Sciences, 2013, 33(10): 1156-1163 https://doi.org/10.12341/jssms12192