A penalty function approach for solving bi-level linear programs.
D. J. WhiteG. AnandalingamPublished in: J. Glob. Optim. (1993)
Keyphrases
- linear program
- bi level
- penalty function
- lagrange multipliers
- simplex method
- objective function
- linear programming problems
- linear programming
- integer program
- penalty functions
- constrained optimization
- semi infinite
- constrained optimization problems
- quadratic program
- gray scale
- mixed integer program
- primal dual
- optimal solution
- interior point methods
- column generation
- nonlinear programming
- dynamic programming
- simplex algorithm
- stochastic programming
- mixed integer linear program
- linear inequalities
- genetic algorithm
- mixed integer
- markov decision problems
- interior point
- np hard
- fitness function
- strongly polynomial
- multi objective
- image compression
- convex functions
- convergence rate
- feasible solution