Skip to main content
Log in

A New Variant of Penalty Method for Weak Linear Bilevel Programming Problems

  • Mathematics
  • Published:
Wuhan University Journal of Natural Sciences

Abstract

We present a new variant of penalty method, which is different from the existing penalty methods, for solving the weak linear bilevel programming problems. We then transform it into a single-level optimization problem using Kuhn-Tucker optimality condition and discuss the relations between them. Finally, two examples are used to illustrate the feasibility of the proposed penalty method.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Aboussoror A, Mansouri A. Weak linear bilevel programming problems: existence of solutions via a penalty method [J]. Journal of Mathematical Analysis and Applications, 2005, 304: 399–408.

    Article  Google Scholar 

  2. Aboussoror A, Mansouri A. Existence of solutions to weaknonlinear bilevel problems via MinSup and d.c. problems [J]. RAIRO Operations Research, 2008, 42: 87–103.

    Article  Google Scholar 

  3. Aboussoror A, Adly S, Jalby V. Weak nonlinear bilevel problems: existence of solutions via reverse convex and convex maximization problems [J]. Journal of Industrial and Management Optimization, 2011, 7: 559–571.

    Article  Google Scholar 

  4. Lignola M B, Morgan J. Topological existence and stability for Stackelberg problems [J]. Journal of Optimization Theory and Applications, 1995, 84: 145–169.

    Article  Google Scholar 

  5. Loridan P, Morgan J. New results on approximate solutions in two-level optimization [J]. Optimization, 1989, 20(6): 819–836.

    Article  Google Scholar 

  6. Loridan P, Morgan J. ε-regularized two-level optimization problems: Approximation and existence results [C]// Proceeding of the Fifth French-German Optimization Conference. New York: Springer-Verlag, 1989: 99–113.

    Google Scholar 

  7. Loridan P, Morgan J. Weak via strong Stackelberg problem: New results [J]. Journal of Global Optimization, 1996, 8: 263–287.

    Article  Google Scholar 

  8. Dassanayaka S. Methods of Variational Analysis in Pessimistic Bilevel Programming [D]. Detroit: Wayne State University, 2010.

    Google Scholar 

  9. Dempe S, Mordukhovich B S, Zemkoho A B. Necessary optimality conditions in pessimistic bilevel programming [J]. Optimization, 2014, 63: 505–533.

    Article  Google Scholar 

  10. Wiesemann W, Tsoukalas A, Kleniati P, et al. Pessimistic bi-level optimization [J]. SIAM Journal on Optimization, 2013, 23: 353–380.

    Article  Google Scholar 

  11. Zheng Y, Fang D, Wan Z. A solution approach to the weak linear bilevel programming problems [J]. Optimization, 2016, 7: 1437–1449.

    Article  Google Scholar 

  12. Zheng Y, Zhuo X, Chen J. Maximum entropy approach for solving pessimistic bilevel programming problems [J]. Wuhan University Journal of Natural Sciences, 2017, 22(1): 63–67.

    Article  Google Scholar 

  13. Lignola M B, Morgan J. Inner regularizations and viscosity solutions for pessimistic bilevel optimization problems [J]. Journal of Optimization Theory and Applications, 2017, 173(1): 183–202.

    Article  Google Scholar 

  14. Bard J F. Practical Bilevel Optimization: Algorithms and Applications [M]. Dordrecht: Kluwer Academic, 1998.

    Book  Google Scholar 

  15. Dempe S. Foundations of Bilevel Programming, Nonconvex Optimization and Its Applications Series [M]. Dordrecht: Kluwer Academic, 2002.

    Google Scholar 

  16. Zhang G, Lu J, Gao Y. Multi-Level Decision Making: Models, Methods and Applications [M]. Berlin: Springer-Verlag, 2015.

    Book  Google Scholar 

  17. Lu J, Han J, Hu Y, et al. Multilevel decision-making: A survey [J]. Information Sciences, 2016, 346: 463–487.

    Article  Google Scholar 

  18. Colson B, Marcotte P, Savard G. An overview of bilevel optimization [J]. Annals of Operations Research, 2007, 153: 235–256.

    Article  Google Scholar 

  19. Dempe S. Annottated bibliography on bilevel programming and mathematical problems with equilibrium constraints [J]. Optimization, 2003, 52: 333–359.

    Article  Google Scholar 

  20. Wang G, Wan Z, Wang X. Bibliography on bilevel programming [J]. Advances in Mathematics, 2007, 36: 513–529(Ch).

    Google Scholar 

  21. Liu J, Fan Y, Chen Z, et al. Pessimistic bilevel optimization: A survey [J]. International Journal of Computational Intelligence Systems, 2018, 11: 725–736.

    Article  Google Scholar 

  22. Lv Y, Hu T, Wan Z. A penalty function method for solving weak price control problem [J]. Applied Mathematics and Computation, 2007, 186(2): 1520–1525.

    Article  Google Scholar 

  23. Zheng Y, Wan Z, Sun K, et al. An exact penalty method for weak linear bilevel programming problem [J]. Journal of Applied Mathematics and Computing, 2013, 42: 41–49.

    Article  Google Scholar 

  24. Zeng B. Easier Than We Thought—A Practical Scheme to Compute Pessimistic Bilevel Optimization Problem [R]. Pittsburgh: University of Pittsburgh, 2015.

    Google Scholar 

  25. Campelo M, Dantas S, Scheimberg S. A note on a penalty function approach for solving bilevel linear programs [J]. Journal of Global Optimization, 2000, 16: 245–255.

    Article  Google Scholar 

  26. Tawarmalani M, Sahinidis N V. A polyhedral branch-and-cut approach to global optimization [J]. Mathematical Programming, 2005, 103(2): 225–249.

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yunfei Hong.

Additional information

Foundation item: Supported by the National Natural Science Foundation of China (11501233), and the Key Project of Anhui Province University Excellent Youth Support Plan ( gxyqZD2016102)

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Liu, J., Hong, Y. & Zheng, Y. A New Variant of Penalty Method for Weak Linear Bilevel Programming Problems. Wuhan Univ. J. Nat. Sci. 23, 328–332 (2018). https://doi.org/10.1007/s11859-018-1330-1

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11859-018-1330-1

Key words

CLC number

Navigation