Double penalty method for bilevel optimization problems

Yo Ishizuka, Eitaro Aiyoshi

Research output: Contribution to journalArticle

48 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)73-88
Number of pages16
JournalAnnals of Operations Research
Volume34
Issue number1
DOIs
Publication statusPublished - 1992 Dec 1

ASJC Scopus subject areas

  • Decision Sciences(all)
  • Management Science and Operations Research

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