| 一种求解线性二层规划ε-全局最优解的方法 |
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| 引用本文： | 吕一兵,陈忠.一种求解线性二层规划ε-全局最优解的方法[J].长江大学学报,2009(4). |
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| 作者姓名： | 吕一兵 陈忠 |
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| 作者单位： | 长江大学信息与数学学院; |
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| 基金项目： | 国家自然科学基金项目(10926168;70771080) |
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| 摘 要： | 以得到的线性二层规划的局部最优解构造约束条件,并将其添加到所构造的线性二层规划的罚问题中,得到相应的单层规划问题。通过对单层规划问题的分析,设计了一种求解线性二层规划ε-全局最优解的算法,并以算例验证了算法的可行性。
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| 关 键 词： | 线性二层规划 最优性条件 ε-全局最优解 |
An Approximate Globally Convergent Method for Solving Linear Bilevel Programms |
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| LU Yi-Bing,CHEN Zhong.An Approximate Globally Convergent Method for Solving Linear Bilevel Programms[J].Journal of Yangtze University,2009(4). |
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| Authors: | LU Yi-Bing CHEN Zhong |
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| Institution: | LU Yi-Bing,CHEN Zhong (Yangtze University,Jingzhou 434023) |
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| Abstract: | A constraint condition related to a local optimal solution of linear bilevel programming was added to its penalized problem, then a single level programming problem was obtained.The characters of the optimal solutions of the single level programming problem and explore the relationship between the optimal solution of linear bilevel programming and ation of the single level programming problem were analyzed.Then, an algorithm is proposed and an example is given to illustrated the algorithm. |
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