A penalty function method for solving ill-posed bilevel programming problem via weighted summation
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For ill-posed bilevel programming problem, the optimistic solution is always the best decision for the upper level but it is not always the best choice for both levels if the authors consider the model’s satisfactory degree in application. To acquire a more satisfying solution than the optimistic one to realize the two levels’ most profits, this paper considers both levels’ satisfactory degree and constructs a minimization problem of the two objective functions by weighted summation. Then, using the duality gap of the lower level as the penalty function, the authors transfer these two levels problem to a single one and propose a corresponding algorithm. Finally, the authors give an example to show a more satisfying solution than the optimistic solution can be achieved by this algorithm.
Key wordsBilevel programming duality gap penalty function satisfactory degree weighted summation
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