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Semivectorial Bilevel Optimization Problem: Penalty Approach

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  • H. Bonnel

    (University of Naples Federico II)

  • J. Morgan

    (University of New Caledonia, ERIM)

Abstract

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.

Suggested Citation

  • H. Bonnel & J. Morgan, 2006. "Semivectorial Bilevel Optimization Problem: Penalty Approach," Journal of Optimization Theory and Applications, Springer, vol. 131(3), pages 365-382, December.
    • Handle: RePEc:spr:joptap:v:131:y:2006:i:3:d:10.1007_s10957-006-9150-4
    DOI: 10.1007/s10957-006-9150-4
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    References listed on IDEAS

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    1. M. B. Lignola & J. Morgan, 1997. "Stability of Regularized Bilevel Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 93(3), pages 575-596, June.
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    Cited by:

    1. Sauli Ruuska & Kaisa Miettinen & Margaret M. Wiecek, 2012. "Connections Between Single-Level and Bilevel Multiobjective Optimization," Journal of Optimization Theory and Applications, Springer, vol. 153(1), pages 60-74, April.
    2. Henri Bonnel & Léonard Todjihoundé & Constantin Udrişte, 2015. "Semivectorial Bilevel Optimization on Riemannian Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 167(2), pages 464-486, November.
    3. Thai Doan Chuong, 2020. "Optimality conditions for nonsmooth multiobjective bilevel optimization problems," Annals of Operations Research, Springer, vol. 287(2), pages 617-642, April.
    4. Francesco Caruso & M. Beatrice Lignola & Jacqueline Morgan, 2020. "Regularization and Approximation Methods in Stackelberg Games and Bilevel Optimization," Springer Optimization and Its Applications, in: Stephan Dempe & Alain Zemkoho (ed.), Bilevel Optimization, chapter 0, pages 77-138, Springer.
    5. Kahina Ghazli & Nicolas Gillis & Mustapha Moulaï, 2020. "Optimizing over the properly efficient set of convex multi-objective optimization problems," Annals of Operations Research, Springer, vol. 295(2), pages 575-604, December.
    6. Ouayl Chadli & Qamrul Hasan Ansari & Suliman Al-Homidan, 2017. "Existence of Solutions and Algorithms for Bilevel Vector Equilibrium Problems: An Auxiliary Principle Technique," Journal of Optimization Theory and Applications, Springer, vol. 172(3), pages 726-758, March.
    7. Calvete, Herminia I. & Galé, Carmen, 2011. "On linear bilevel problems with multiple objectives at the lower level," Omega, Elsevier, vol. 39(1), pages 33-40, January.
    8. Dempe, S., 2011. "Comment to "interactive fuzzy goal programming approach for bilevel programming problem" by S.R. Arora and R. Gupta," European Journal of Operational Research, Elsevier, vol. 212(2), pages 429-431, July.
    9. Ankhili, Z. & Mansouri, A., 2009. "An exact penalty on bilevel programs with linear vector optimization lower level," European Journal of Operational Research, Elsevier, vol. 197(1), pages 36-41, August.
    10. Alves, Maria João & Henggeler Antunes, Carlos, 2022. "A new exact method for linear bilevel problems with multiple objective functions at the lower level," European Journal of Operational Research, Elsevier, vol. 303(1), pages 312-327.
    11. Henri Bonnel & Julien Collonge, 2014. "Stochastic Optimization over a Pareto Set Associated with a Stochastic Multi-Objective Optimization Problem," Journal of Optimization Theory and Applications, Springer, vol. 162(2), pages 405-427, August.
    12. S. Dempe & N. Gadhi & A. B. Zemkoho, 2013. "New Optimality Conditions for the Semivectorial Bilevel Optimization Problem," Journal of Optimization Theory and Applications, Springer, vol. 157(1), pages 54-74, April.
    13. Henri Bonnel & Christopher Schneider, 2019. "Post-Pareto Analysis and a New Algorithm for the Optimal Parameter Tuning of the Elastic Net," Journal of Optimization Theory and Applications, Springer, vol. 183(3), pages 993-1027, December.
    14. M. Beatrice Lignola & Jacqueline Morgan, 2013. "Asymptotic Behavior of Regularized OptimizationProblems with Quasi-variational Inequality Constraints," CSEF Working Papers 350, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

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