An exact penalty on bilevel programs with linear vector optimization lower level
We are interested in a class of linear bilevel programs where the upper level is a linear scalar optimization problem and the lower level is a linear multi-objective optimization problem. We approach this problem via an exact penalty method. Then, we propose an algorithm illustrated by numerical examples.
Year of publication: |
2009
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Authors: | Ankhili, Z. ; Mansouri, A. |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 197.2009, 1, p. 36-41
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Publisher: |
Elsevier |
Keywords: | Bilevel programming Linear programming Multiple objective programming Penalty methods |
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