Abstract.In this paper, a new penalty function approach is proposed for the linear bilevel multiobjective programming problem. Using the optimality conditions of the lower level problem, we transform ...

Consider the linear complementarity problem given in the system: \begin{align*}(1) W = MZ + q \\ \tag{1} (2) W \geqslant 0, Z \geqslant 0 \\ (3) Z^TW = 0 \\ \end{align*} where, W, Z and q are vectors ...