An Objective Penalty Method for Optimistic Bilevel Programming Problems

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  • 1 School of Management, Huaibei Normal University, Huaibei 235000, Anhui, China;
    2 School of Information and Mathematics, Yangtze University, Jingzhou 434023, Hubei, China;
    3 Huazhong University of Science and Technology, Wuhan 430074, China

Received date: 2017-04-02

  Revised date: 2018-02-25

  Online published: 2020-02-18

Abstract

In this paper, we consider an optimistic nonlinear bilevel programming problem. Under some conditions, we first show that the sequence of solutions to penalty problems converges to the optimal solution of the original bilevel programming problem.We then present an objective penalty method to solve such a problem.Finally, some numerical experiments are performed to illustrate its feasibility.

Cite this article

June Liu, Tao Zhang, Yu-Xin Fan, Bing Han, Yue Zheng . An Objective Penalty Method for Optimistic Bilevel Programming Problems[J]. Journal of the Operations Research Society of China, 2020 , 8(1) : 177 -187 . DOI: 10.1007/s40305-018-0205-7

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