| On Penalty Function Method for a Class of Nonconvex Constrained
Optimization Problems
Nguyen Van Quy and Le Dung Muu
Abstract
We study penalty function method for dual form of a class
of nonconvex mathematical programming problems
which contains optimization problems over the efficient and
weakly efficient sets, and linear bilevel programs as special
cases. In contrast to the primal forms the resulting penalized problems
for the dual form allows handling the dual variables of the problem whose
effective domains of the objective function as well as the constraints
are given explicitly. Application to linear bilevel programming is considered. |