A Smoothing Method for Solving Bilevel Multiobjective Programming Problems
In this paper, a bilevel multiobjective programming problem, where the lower level is a convex parameter multiobjective program, is concerned. Using the KKT optimality conditions of the lower level problem, this kind of problem is transformed into an equivalent one-level nonsmooth multiobjective optimization problem. Then, a sequence of smooth multiobjective problems that progressively approximate the nonsmooth multiobjective problem is introduced. It is shown that the Pareto optimal solutions (stationary points) of the approximate problems converge to a Pareto optimal solution (stationary point) of the original bilevel multiobjective programming problem. Numerical results showing the viability of the smoothing approach are reported.
Yi-Bing LV · Zhong-Ping Wan . A Smoothing Method for Solving Bilevel Multiobjective Programming Problems[J]. Journal of the Operations Research Society of China, 2014 , 2(4) : 511 . DOI: 10.1007/s40305-014-0059-6
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