SOLUTION METHOD FOR THE STATIC CONSTRAINED STACKLEBERG PROBLEM VIA PENALTY METHOD.

Eitaro Aiyoshi, Kiyotaka Shimizu

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92 Citations (Scopus)

Abstract

A new solution method for the static constrained Stackelberg problem is presented. Through this approach, the Stackelberg problem is completely transformed into a one-level unconstrained problem such that the newly introduced overall augmented objective function is minimized with respect to the leader's and the follower's variables jointly. It is proved that, when the penalty parameters are updated, a sequence of solutions to the transformed problems converges to the solution of the original problem. These computational experiments confirm the convergence property and availability of the method. However, computational difficulties of ill-conditioning in the vicinity of the boundary of the feasible region arise when r and t are too small and s is too large.

Original languageEnglish
Pages (from-to)1111-1114
Number of pages4
JournalIEEE Transactions on Automatic Control
VolumeAC-29
Issue number12
Publication statusPublished - 1984 Dec

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ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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SOLUTION METHOD FOR THE STATIC CONSTRAINED STACKLEBERG PROBLEM VIA PENALTY METHOD. / Aiyoshi, Eitaro; Shimizu, Kiyotaka.

In: IEEE Transactions on Automatic Control, Vol. AC-29, No. 12, 12.1984, p. 1111-1114.

Research output: Contribution to journalArticle

Aiyoshi, Eitaro ; Shimizu, Kiyotaka. / SOLUTION METHOD FOR THE STATIC CONSTRAINED STACKLEBERG PROBLEM VIA PENALTY METHOD. In: IEEE Transactions on Automatic Control. 1984 ; Vol. AC-29, No. 12. pp. 1111-1114.
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