A penalty function method for solving weak price control problem

DOI10.1016/J.AMC.2006.07.151MaRDI QIDQ884619zbMATH OpenOpenAlexFDO

Authors Yibing Lv, Tiesong Hu, Zhongping Wan

Publication date 6 June 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.07.151

zbMATH Keywords

algorithmconvergencedualitylinear bilevel programmingnumerical examplespenalty methodquadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Review text

The authors are concerned with a class of weak price control problems, which is an important linear bilevel programming problem with non-unique lower level solutions. In order to explore the existence of an optimal solution, the weak price control problem is transformed into the corresponding penalized problem, which is a quadratic programming problem. Then the relationship between the solutions of the weak price control problem and the corresponding penalized problem is established. Based on the theoretical results a simple algorithm to solve the weak price control problem is given and the convergence of the proposed algorithm is analysed. A numerical example shows that the algorithm is feasible and efficient.

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Cites work

• A solution method for the linear static Stackelberg problem using penalty functions
• Computational Difficulties of Bilevel Linear Programming
• Foundations of bilevel programming
• On the definition of linear bilevel programming solution
• On two-level optimization
• Weak linear bilevel programming problems: existence of solutions via a penalty method

Cited in

(8)

• On bilevel programs with a convex lower-level problem violating Slater's constraint qualification
• Optimality conditions for pessimistic semivectorial bilevel programming problems
• Study on the exact penalty equivalent forms of price control problem
• Bilevel optimization: theory, algorithms, applications and a bibliography
• A new approach for solving the multidimensional control optimization problems with first-order partial differential equations constraints
• A penalty function method for solving ill-posed bilevel programming problem via weighted summation
• A neural network approach for solving nonlinear bilevel programming problem
• A neural network for solving a convex quadratic bilevel programming problem

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