A penalty function method for solving weak price control problem

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

来源：Applied Mathematics and Computation, 2007, 186(2): 1520-1525.

DOI：10.1016/j.amc.2006.07.151

• linear bilevel programming
• weak price control problem
• duality
• penalty method

The price control problem is an important linear bilevel programming problem. In this paper, we are concerned with a class of weak price control problems with non-unique lower level solutions. For such problems, we study the existence of solution via a penalty method. Then, we propose a simple algorithm for this problem, and present the convergence of the algorithm. The example illustrates that the method is feasible and efficient.

• 出版日期2007-3-15
• 单位武汉大学