We consider a bilevel optimization problem where the upper level is a scalar optimization problem and the lower level is a vector optimization problem. For the lower level, we deal with weakly efficient solutions. We approach our problem using a suitable penalty function which vanishes over the weakly efficient solutions of the lower-level vector optimization problem and which is nonnegative over its feasible set. Then, we use an exterior penalty method.
Semivectorial Bilevel Optimization Problem: Penalty Approach / Bonnel, H; Morgan, Jacqueline. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 131(3):(2006), pp. 365-382. [10.1007/s10957-006-9150-4]
Semivectorial Bilevel Optimization Problem: Penalty Approach
MORGAN, JACQUELINE
2006
Abstract
We consider a bilevel optimization problem where the upper level is a scalar optimization problem and the lower level is a vector optimization problem. For the lower level, we deal with weakly efficient solutions. We approach our problem using a suitable penalty function which vanishes over the weakly efficient solutions of the lower-level vector optimization problem and which is nonnegative over its feasible set. Then, we use an exterior penalty method.File | Dimensione | Formato | |
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