A PENALTY FUNCTION METHOD FOR SOLVING NONLINEAR-LINEAR BILEVEL PROGRAMMING PROBLEM
Chen Zhong, Guangmin Wang
Abstract
Chen Zhong, Guangmin Wang
Abstract
By using the Kuhn-Tucker optimality condition of the lower level problem,a class of nonlinear bilevel programming problem,whose lower level problem is linear programming problem,is transformed into a corresponding single level programming.The complementary and slackness condition of the lower level problem is appended to the upper level objective with a penalty.Through analyzing the properties of the penalized problem,the optimality condition of the nonlinear bilevel programming problem is given and an algorithm to solve it is proposed.The numerical result shows that the algorithm is feasible and efficient.
OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
By using the Kuhn-Tucker optimality condition of the lower level problem,a class of nonlinear bilevel programming problem,whose lower level problem is linear programming problem,is transformed into a corresponding single level programming.The complementary and slackness condition of the lower level problem is appended to the upper level objective with a penalty.Through analyzing the properties of the penalized problem,the optimality condition of the nonlinear bilevel programming problem is given and an algorithm to solve it is proposed.The numerical result shows that the algorithm is feasible and efficient.
Key concepts: Bilevel optimization, Mathematical optimization, Nonlinear programming, Mathematics, Penalty method, Nonlinear system, Linear programming, Class (philosophy)