Linear bilevel multiobjective optimization problem: Penalty approach
Yibing Lv, Zhongping Wan · Journal of Industrial and Management Optimization · 2018
In this paper, we are interested by the linear bilevel multiobjective programming problem, where both the upper level and the lower level have multiple objectives. We approach this problem via an exact penalty method. Then, we propose an exact penalty function algorithm. Numerical results showing viability of the algorithm proposed are presented.