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 |
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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 1 |
ASJC Scopus subject areas
- Decision Sciences(all)
- Management Science and Operations Research