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自动化学报 1998
Penalty Function Method for Bilevel Multiobjective Programming
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Abstract:
In this paper, a class of nonlinear bilevel multiobjective programming problems is studied. Under the assumptions that the objective functions are strictly convex and the constraint set of decision variables is convex, by transforming the bilevel multiobjective programming problem into a series of one level multiobjective programming problems, the penalty function method for bilevel multiobjective programming is established, and the convergence of the method is proved. This method complements the theory of bilevel multiobjective programming and provides a powerful means to solve the practical bilevel multiobjective decision making problems