An exact penalty function approach for solving the linear bilevel multiobjective programming problem | Zendy

Yibing Lv | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

An exact penalty function approach for solving the linear bilevel multiobjective programming problem

Author(s) -

Yibing Lv

Publication year - 2015

Publication title -

filomat

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.449

H-Index - 34

eISSN - 2406-0933

pISSN - 0354-5180

DOI - 10.2298/fil1504773l

Subject(s) - penalty method , mathematical optimization , bilevel optimization , mathematics , linear programming , constraint (computer aided design) , linear fractional programming , pareto principle , multi objective optimization , function (biology) , optimization problem , geometry , evolutionary biology , biology

In this paper, a new penalty function approach is proposed for the linear bilevel multiobjective programming problem. Using the optimality conditions of the lower level problem, we transform the linear bilevel multiobjective programming problem into the corresponding linear multiobjective programming problem with complementary constraint. The complementary constraint is appended to the upper level objectives with a penalty. Then, we give via an exact penalty method an existence theorem of Pareto optimal solutions and propose an algorithm for the linear bilevel multiobjective programming problem. Numerical results showing viability of the penalty function approach are presented.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research