Abstract
In this paper, we address a class of semivectorial bilevel programming problem in which the upper level is a scalar optimization problem and the lower level is a linear multi-objective optimization problem. Then, we present a new penalty function method, which includes two different penalty parameters, for solving such a problem. Furthermore, we give a simple algorithm. Numerical examples show that the proposed algorithm is feasible.
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This work was partially supported by the National Science Foundation of China (No. 70771080).
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Zheng, Y., Wan, Z. A solution method for semivectorial bilevel programming problem via penalty method. J. Appl. Math. Comput. 37, 207–219 (2011). https://doi.org/10.1007/s12190-010-0430-7
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DOI: https://doi.org/10.1007/s12190-010-0430-7