一类非线性双层规划问题的罚函数

Penalty Function of the Nonlinear Bilevel Programming Problem

文章对含约束的非线性双层规划问题,提出了一种罚函数的构造,先对下层规划进行等价处理,再对上层函数构造罚函数,使其转化成单层无约束规划问题,使得它能采用无约束优化方法中许多有效的解析方法。

This paper puts forward the structure of a penalty function for constrained nonlinear bilevel programming.First it carries out equivalence treatment of the lower-level problem,and then structures a penalty function for the upper level function to make it into a single unconstrained programming problem.So many valid analytical methods can be used in the unconstrained optimization methods.