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

作　　者：万仲平 周树民 

出　　处：《Acta Mathematica Scientia》2001年第1期69-76,共8页数学物理学报（B辑英文版）

基　　金：the Nature Science Foundation of Hubei Province

摘　　要：In this paper, a new algorithm-approximate penalty function method is designed, 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 methods. That convergence for this algorithm is proved.In this paper, a new algorithm-approximate penalty function method is designed, 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 methods. That convergence for this algorithm is proved.

关 键 词：bilevel programming approximation method penalty function method CONVERGENCE 

分 类 号：O241.5[理学—计算数学]