• Journal of applied mathematics & informatics
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• 제29권5_6호
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• pp.1533-1539
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• 2011

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.