Double penalty method for bilevel optimization problems

DOI10.1007/BF02098173zbMath0756.90083MaRDI QIDQ1184522

Y. Ishizuka, Eitaro Aiyoshi

Publication date: 28 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

penalty functionbilevel optimizationconvergence theorem

Mathematics Subject Classification ID

Nonlinear programming (90C30) Hierarchical games (including Stackelberg games) (91A65) Hierarchical systems (93A13) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites Work

• A theoretical approximation scheme for Stackelberg problems
• Convex two-level optimization
• A penalty function approach for solving bi-level linear programs
• Convergence properties of local solutions of sequences of mathematical programming problems in general spaces
• A solution method for the static constrained Stackelberg problem via penalty method
• An Algorithm for Solving the General Bilevel Programming Problem
• A simple algorithm for the-linear bilevel programming problem
• A new computational method for Stackelberg and min-max problems by use of a penalty method
• Convergence analysis for two-level algorithms of mathematical programming
• New results on approximate solution in two-level optimization
• Point-to-Set Maps in Mathematical Programming
• Unnamed Item

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