An augmented Lagrangian multiplier method based on a CHKS smoothing function for solving nonlinear bilevel programming problems
文献类型：期刊论文
| 作者 | Jiang, Yan ; Li, Xuyong ; Huang, Chongchao ; Wu, Xianing |
| 刊名 | KNOWLEDGE-BASED SYSTEMS
 |
| 出版日期 | 2014 |
| 卷号 | 55期号:1页码:9-14 |
| 关键词 | Nonlinear bilevel programming Karush-Kuhn-Tucker condition Complementary constraints Smoothing function Augmented Lagrangian multiplier method |
| ISSN号 | 0950-7051 |
| 中文摘要 | Bilevel programming techniques deal with decision processes involving two decision makers with a hierarchical structure. In this paper, an augmented Lagrangian multiplier method is proposed to solve nonlinear bilevel programming (NBLP) problems. An NBLP problem is first transformed into a single level problem with complementary constraints by replacing the lower level problem with its Karush-Kuhn-Tucker optimality condition, which is sequentially smoothed by a Chen-Harker-Kanzow-Smale (CHKS) smoothing function. An augmented Lagrangian multiplier method is then applied to solve the smoothed nonlinear program to obtain an approximate optimal solution of the NBLP problem. The asymptotic properties of the augmented Lagrangian multiplier method are analyzed and the condition for solution optimality is derived. Numerical results showing viability of the approach are reported. (C) 2013 Elsevier B.V. All rights reserved. |
| WOS记录号 | WOS:000329560700002 |
| 公开日期 | 2015-03-23 |
| 源URL | [http://ir.rcees.ac.cn/handle/311016/9104]  |
| 专题 | 生态环境研究中心_城市与区域生态国家重点实验室 |
| 推荐引用方式 GB/T 7714 | Jiang, Yan,Li, Xuyong,Huang, Chongchao,et al. An augmented Lagrangian multiplier method based on a CHKS smoothing function for solving nonlinear bilevel programming problems[J]. KNOWLEDGE-BASED SYSTEMS,2014,55(1):9-14. |
| APA | Jiang, Yan,Li, Xuyong,Huang, Chongchao,&Wu, Xianing.(2014).An augmented Lagrangian multiplier method based on a CHKS smoothing function for solving nonlinear bilevel programming problems.KNOWLEDGE-BASED SYSTEMS,55(1),9-14. |
| MLA | Jiang, Yan,et al."An augmented Lagrangian multiplier method based on a CHKS smoothing function for solving nonlinear bilevel programming problems".KNOWLEDGE-BASED SYSTEMS 55.1(2014):9-14. |
入库方式： OAI收割
来源：生态环境研究中心
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