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A solution method for semivectorial bilevel programming problem via penalty method. (English) Zbl 1297.90131
Summary: In this paper, we address a class of semivectorial bilevel programming problem in which the upper level is a scalar optimization problem and the lower level is a linear multi-objective optimization problem. Then, we present a new penalty function method, which includes two different penalty parameters, for solving such a problem. Furthermore, we give a simple algorithm. Numerical examples show that the proposed algorithm is feasible.

MSC:
90C26 Nonconvex programming, global optimization
90C31 Sensitivity, stability, parametric optimization
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