Exact penalty functions for convex bilevel programming problems

被引:45
|
作者
Liu, GS [1 ]
Han, JY
Zhang, JZ
机构
[1] Renmin Univ China, Sch Business Adm, Beijing, Peoples R China
[2] Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China
[3] City Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China
基金
中国国家自然科学基金;
关键词
bilevel programming problems; constraint qualifications; exact penalty functions; reformulations; partial calmness;
D O I
10.1023/A:1017592429235
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we propose a new constraint qualification for convex bilevel programming problems. Under this constraint qualification, a locally and globally exact penalty function of order I for a single-level reformulation of convex bilevel programming problems is given without requiring the linear independence condition and the strict complementarity condition to hold in the lower-level problem. Based on these results, locally and globally exact penalty functions for two other single-level reformulations of convex bilevel programming problems can be obtained. Furthermore, sufficient conditions for partial calmness to hold in some single-level reformulations of convex bilevel programming problems can be given.
引用
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页码:621 / 643
页数:23
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