A Note on a Penalty Function Approach for Solving Bilevel Linear Programs.
Manoel B. CampêloSimone DantasSusana ScheimbergPublished in: J. Glob. Optim. (2000)
Keyphrases
- linear program
- penalty function
- linear programming
- simplex method
- lagrange multipliers
- objective function
- linear programming problems
- penalty functions
- constrained optimization
- integer program
- convex programming
- nonlinear programming
- interior point methods
- quadratic program
- mixed integer program
- semi infinite
- primal dual
- column generation
- constrained optimization problems
- stochastic programming
- np hard
- markov decision problems
- optimal solution
- mixed integer
- simplex algorithm
- quadratic programming
- linear inequalities
- feasible solution
- mathematical programming
- fitness function
- dynamic programming
- genetic algorithm
- semidefinite programming
- strongly polynomial
- combinatorial optimization
- mixed integer linear program
- particle swarm optimisation
- interior point
- multi objective
- state space
- market equilibrium