A Global Solution Method for Semivectorial Bilevel Programming Problem

Yue Zheng, Jiawei Chen, Xiaogang Cao

In this paper, we consider a class of semivectorial bilevel programming problem. An exact penalty function is proposed for such a problem. Based on this penalty function, an algorithm, which can obtain a global solution of the original problem, is presented. Finally, some numerical results illustrate its feasibility.