A penalty function method based on Kuhn-Tucker condition for solving linear bilevel programming

作者：Lv Yibing^*; Hu Tiesong; Wang Guangmin; Wan Zhongping

来源：Applied Mathematics and Computation, 2007, 188(1): 808-813.

DOI：10.1016/j.amc.2006.10.045

• linear bilevel programming
• linear programming
• Kuhn-Tucker condition
• penalty method

Using the Kuhn-Tucker optimality condition of the lower level preblem, we transform the linear bilevel programming problem into a corresponding single level programming. The complementary and slackness condition of the lower level problem is appended to the upper level objective with a penalty. Then we decompose the linear bilevel programming into a series of linear programming problems and get the optimal solution of the linear bilevel programming using linear programming method.

• 出版日期2007-5-1
• 单位武汉大学