A New Variant of Penalty Method for Weak Linear Bilevel Programming Problems |
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Authors: | June Liu Yunfei Hong Yue Zheng |
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Institution: | 1.School of Management,Huaibei Normal University,Huaibei, Anhui,China;2.School of Information and Mathematics,Yangtze University,Jingzhou, Hubei,China |
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Abstract: | We present a new variant of penalty method, which is different from the existing penalty methods, for solving the weak linear bilevel programming problems. We then transform it into a single-level optimization problem using Kuhn-Tucker optimality condition and discuss the relations between them. Finally, two examples are used to illustrate the feasibility of the proposed penalty method. |
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