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Operations Research Transactions >

2015 , Vol. 19 >Issue 3: 26 - 33

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2015.03.004

A smoothing objective penalty function algorithm for  bilevel programming problems

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  • 1.  College of Business and Administration, Zhejiang  University of Technology,  Hangzhou 310023, China; 2. Department of Mathematics and Information Science, Binzhou University, Binzhou 256603, China

Received date: 2015-04-15

  Online published: 2015-09-15

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Abstract

In this paper, a novel smoothing objective penalty function is introduced for bilevel programming problems. It is proved that an optimal solution to the smoothing objective penalty optimization problem is also an optimal solution to the riginal bilevel programming problem under some mild conditions. Furthermore, for the bilevel programming problems with convexity to the lower level problem, an algorithm based on the proposed method is introduced, its convergence is proved.

Key words： bilevel programming problems; objective penalty function; smoothing; optimal solution; exactness

Cite this article

MENG Zhiqing, SHEN Rui, XU Xinsheng, JIANG Min . A smoothing objective penalty function algorithm for  bilevel programming problems[J]. Operations Research Transactions, 2015 , 19(3) : 26 -33 . DOI: 10.15960/j.cnki.issn.1007-6093.2015.03.004

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