应用罚函数求解二层线性优化问题的全局优化方法

应用罚函数原理，将二层线性优化问题转化为目标函数带有罚函数子项的非线性优化问题，当罚系数大于某一数值时，库函数项为一精确项，该非线性优化问题用渐的进外逼近算法可求出其全局最优解。

A Global Optimization Approach to Solving Linear Bilevel Optimization Problems Using Penalty Method

Using penalty function theory, a linear bilevel optimization problem can be exactly transformed into a nonlinear optimization one consisting in minimizing a continuous concave objective function subject to a set of linear constraints. The sequential outer approximation approach can give a global optimization solution to the original problem.