抄録
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.
| 本文言語 | English |
|---|---|
| ページ（範囲） | 73-88 |
| ページ数 | 16 |
| ジャーナル | Annals of Operations Research |
| 巻 | 34 |
| 号 | 1 |
| DOI | |
| 出版ステータス | Published - 1992 12月 1 |
ASJC Scopus subject areas
- 決定科学（全般）
- 経営科学およびオペレーションズ リサーチ