The Main Target Method for Solving a Class of Nonlinear Bilevel Multi-Objective Programming Problems
Abstract: In this paper ,we study the method for solving a class of nonlinear bilevel multi‐objective pro‐gramming problems .First ,the original problem is transformed into a multi‐objective programming prob‐lem with complementary constraint by replacing the lower level problem with its Kuhn‐Tucker optimality condition .Then ,the complementary condition is appended to the objectives of the upper level as a penalty term ,and a corresponding penalized problem is obtained .After that ,the penalized problem is solved with the main target method .Finally ,the specific implementation process of the algorithm is given through a numerical example .The numerical result shows that the proposed main target method is feasible for sol‐ving such nonlinear bilevel multi‐objective programming problems .