Title
A penalty function method based on Kuhn–Tucker condition for solving linear bilevel programming
Abstract
Using the Kuhn–Tucker optimality condition of the lower level problem, 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.
Year
DOI
Venue
2007
10.1016/j.amc.2006.10.045
Applied Mathematics and Computation
Keywords
Field
DocType
Linear bilevel programming,Linear programming,Kuhn–Tucker condition,Penalty method
Linear-fractional programming,Mathematical optimization,Bilevel optimization,Linear programming,Basic solution,Karush–Kuhn–Tucker conditions,Numerical analysis,Mathematics,Penalty method
Journal
Volume
Issue
ISSN
188
1
0096-3003
Citations 
PageRank 
References 
16
0.93
2
Authors
4
Name
Order
Citations
PageRank
Yibing Lv1906.44
Tiesong Hu2695.31
Guangmin Wang318014.73
Zhongping Wan420819.04