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Semivectorial bilevel optimization problem: penalty approach. (English) Zbl 1205.90258
Summary: We consider a bilevel optimization problem where the upper level is a scalar optimization problem and the lower level is a vector optimization problem. For the lower level, we deal with weakly efficient solutions. We approach our problem using a suitable penalty function which vanishes over the weakly efficient solutions of the lower-level vector optimization problem and which is nonnegative over its feasible set. Then, we use an exterior penalty method.

MSC:
90C29 Multi-objective and goal programming
90C30 Nonlinear programming
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