A QUADRATIC OBJECTIVE PENALTY FUNCTION FOR BILEVEL PROGRAMMING  

作　　者：JIANG Min MENG Zhiqing SHEN Rui XU Xinsheng 

机构地区：[1]College of Business and Administration, Zhejiang University of Technology

出　　处：《Journal of Systems Science & Complexity》2014年第2期327-337,共11页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation of China under Grant Nos.11271329 and 10971193

摘　　要：The bilevel programming is applied to solve hierarchical intelligence control problems in such fields as industry, agriculture, transportation, military, and so on. This paper presents a quadratic objective penalty function with two penalty parameters for inequality constrained bilevel programming. Under some conditions, the optimal solution to the bilevel programming defined by the quadratic objective penalty function is proved to be an optimal solution to the original bilevel programming. Moreover, based on the quadratic objective penalty function, an algorithm is developed to l^nd an optimal solution to the original bilevel programming, and its convergence proved under some conditions. Furthermore, under the assumption of convexity at function without lower level problems is defined and lower level problems, a quadratic objective penalty is proved equal to the original bilevel programming.

关 键 词：ALGORITHM bilevel programming penalty function quadratic objective. 

分 类 号：O221[理学—运筹学与控制论] O224[理学—数学]