Using the method of replacing the lower level programs with its optimality conditions, we transform a class of bilevel multiobjective programs, where the lower level is a convex scalar program and the upper level is a vector program, into an equivalent one-level nonsmooth multiobjective programs. Then, we use the perturbed Fischer-Burmeister function to smooth the complementary conditions to obtain a problem of smooth multiobjective programs. Furthermore, we analyze the relationships between the efficient solutions of the original programs and the smoothing programs,propose a smoothing algorithm and analyze the convergence of the algorithm. Finally, a numerical result shows that the algorithm is feasible and efficient.
LV Yibing, WAN Zhongping.
SMOOTHING METHOD FOR SOLVING BILEVEL MULTIOBJECTIVE PROGRAMS WITH CONVEX SCALAR PROGRAM AT THE LOWER LEVEL. Journal of Systems Science and Mathematical Sciences, 2014, 34(5): 513-520 https://doi.org/10.12341/jssms12319