A solution method for the static constrained Stackelberg problem via penalty method

Bibliographic Information

Published
1984-12
Rights Information
  • https://ieeexplore.ieee.org/Xplorehelp/downloads/license-information/IEEE.html
  • https://doi.org/10.15223/policy-029
  • https://doi.org/10.15223/policy-037
DOI
  • 10.1109/tac.1984.1103455
Publisher
Institute of Electrical and Electronics Engineers (IEEE)

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Description

This note presents a new solution method for the static constrained Stackelberg problem. Through our approach, the Stackelberg problem is completely transformed into a one-level unconstrained problem such that the newly introduced overall augmented objective function is minimized with repect to the leader's and the follower's variables jointly. It can be proved that a sequence of solutions to the transformed problems converges to the solution of the original problem, when the penalty parameters are updated.

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