Acta mathematica scientia,Series B ›› 2001, Vol. 21 ›› Issue (1): 69-76.

• Articles • Previous Articles     Next Articles

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

 MO Zhong-Ping, ZHOU Shu-Min   

  1. 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

Abstract:

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.

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

CLC Number: 

  • 90C30
Trendmd