Double penalty method for bilevel optimization problems

Yo Ishizuka, Eitaro Aiyoshi

Research output: Contribution to journalArticle

43 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

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Optimization problem
Penalty method
Penalty function
Qualification
Objective function

ASJC Scopus subject areas

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

Cite this

Double penalty method for bilevel optimization problems. / Ishizuka, Yo; Aiyoshi, Eitaro.

In: Annals of Operations Research, Vol. 34, No. 1, 12.1992, p. 73-88.

Research output: Contribution to journalArticle

Ishizuka, Yo ; Aiyoshi, Eitaro. / Double penalty method for bilevel optimization problems. In: Annals of Operations Research. 1992 ; Vol. 34, No. 1. pp. 73-88.
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