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.