Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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AN EXACT PENALTY FUNCTION METHOD FOR SOLVING A CLASS OF NONLINEAR BILEVEL PROGRAMS

  • Lv, Yibing (School of Information and Mathematics, Yangtze University)
  • Received : 2010.09.11
  • Accepted : 2010.12.30
  • Published : 2011.09.30
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Abstract

In this paper, a class of nonlinear bilevel programs, i.e. the lower level problem is linear programs, is considered. Aiming at this special structure, we append the duality gap of the lower level problem to the upper level objective with a penalty and obtain a penalized problem. Using the penalty method, we give an existence theorem of solution and propose an algorithm. Then, a numerical example is given to illustrate the algorithm.

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References

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