A penalty function method based on bilevel programming for solving inverse optimal value problems.
Yibing LvZhong ChenZhongping WanPublished in: Appl. Math. Lett. (2010)
Keyphrases
- bilevel programming
- penalty function
- dynamic programming
- constrained optimization
- cost function
- solving problems
- machine learning
- sensitivity analysis
- combinatorial optimization
- optimization algorithm
- heuristic methods
- objective function
- high level
- optimality conditions
- convex programming
- neural network
- penalty functions