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 language | English |
|---|---|
| Pages (from-to) | 73-88 |
| Number of pages | 16 |
| Journal | Annals of Operations Research |
| Volume | 34 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1992 Dec |
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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 journal › Article
}
TY - JOUR
T1 - Double penalty method for bilevel optimization problems
AU - Ishizuka, Yo
AU - Aiyoshi, Eitaro
PY - 1992/12
Y1 - 1992/12
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0010165388&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0010165388&partnerID=8YFLogxK
U2 - 10.1007/BF02098173
DO - 10.1007/BF02098173
M3 - Article
AN - SCOPUS:0010165388
VL - 34
SP - 73
EP - 88
JO - Annals of Operations Research
JF - Annals of Operations Research
SN - 0254-5330
IS - 1
ER -