THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM

数学物理学报(英文版) ›› 2001, Vol. 21 ›› Issue (1): 69-76.

THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM

万仲平, 周树民

Department of Applied Mathematics, Wuhan University, Wuhan 430072, China Department of Mathematics and Physics, Wuhan University of Science and Technology,Wuhan 430070, China

出版日期:2001-01-06 发布日期:2001-01-06
基金资助:
This research is based on work supported by the Nature Science Foundation of Hubei Province

THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM

MO Zhong-Ping, ZHOU Shu-Min

Department of Applied Mathematics, Wuhan University, Wuhan 430072, China Department of Mathematics and Physics, Wuhan University of Science and Technology,Wuhan 430070, China

Online:2001-01-06 Published:2001-01-06
Supported by:
This research is based on work supported by the Nature Science Foundation of Hubei Province

摘要/Abstract

摘要：

In this paper a new algorithm-approximate penalty function method is de-signed, which can be used to solve a bilevel optimization problem with linear constrained function. In this kind of bilevel optimization problem, the evaluation of the objective function is very difficult, so that only their approximate values can be obtained. This algorithm is obtained by combining penalty function method and approximation in bilevel
programming. The presented algorithm is completely different from existing method. That convergence for this algorithm is proved.

关键词: Bilevel programming, approximation method, penalty function method, con-vergence

Abstract:

Key words: Bilevel programming, approximation method, penalty function method, con-vergence

中图分类号:

90C30

万仲平, 周树民. THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM[J]. 数学物理学报(英文版), 2001, 21(1): 69-76.

MO Zhong-Ping, ZHOU Shu-Min. THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM[J]. Acta mathematica scientia,Series B, 2001, 21(1): 69-76.

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THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM

THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM

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