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 1 |
ASJC Scopus subject areas
- Decision Sciences(all)
- Management Science and Operations Research
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Cite this
Ishizuka, Y., & Aiyoshi, E. (1992). Double penalty method for bilevel optimization problems. Annals of Operations Research, 34(1), 73-88. https://doi.org/10.1007/BF02098173