A penalty function method based on bilevel programming for solving inverse optimal value problems

DOI10.1016/J.AML.2009.09.007MaRDI QIDQ710987zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 25 October 2010

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2009.09.007

zbMATH Keywords

partial calmness

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30)

Recommendations

• A penalty function method for solving inverse optimal value problem
• An application of bilevel programming in inverse optimal value problem
• An objective penalty function of bilevel programming
• scientific article; zbMATH DE number 519995
• Double penalty method for bilevel optimization problems

Cites work

• scientific article; zbMATH DE number 46855 (Why is no real title available?)
• A penalty function method based on Kuhn-Tucker condition for solving linear bilevel programming
• A penalty function method for solving inverse optimal value problem
• Calculating some inverse linear programming problems
• Descent approaches for quadratic bilevel programming
• Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
• Inverse Optimization
• On the use of an inverse shortest paths algorithm for recovering linearly correlated costs
• Practical bilevel optimization. Algorithms and applications
• The inverse optimal value problem

Cited in

(7)

• Inequalities for the medians and vertex distances of two \(n\)-simplices with applications
• A penalty function method for solving inverse optimal value problem
• Solving inverse optimal control problems via value functions to global optimality
• An application of bilevel programming in inverse optimal value problem
• A cutting plane approach for solving linear bilevel programming problems
• Finding global solutions of some inverse optimal control problems using penalization and semismooth Newton methods
• A penalty-type method for solving inverse optimal value problem in second-order conic programming

This page was built for publication: A penalty function method based on bilevel programming for solving inverse optimal value problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q710987)