| 一类非线性两级混合整数规划问题的全局最优解的近似算法 |
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| 引用本文： | 李磊,王春峰,滕春贤. 一类非线性两级混合整数规划问题的全局最优解的近似算法[J]. 系统工程理论与实践, 2002, 22(4): 19-25. DOI: 10.12011/1000-6788(2002)4-19 |
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| 作者姓名： | 李磊 王春峰 滕春贤 |
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| 作者单位： | (1)天津大学系统工程研究所;(2)哈尔滨理工大学经济管理学院 |
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| 基金项目： | 国家自然科学基金 ( 70 1 71 0 5 0 ) |
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| 摘 要： | 讨论了一类非线性两级混合整数规划的求解问题 .基于非线性混合整数规划理论和算法 ,探讨了对上级规划问题采用模拟退火求解混合整数规划的算法 ;对下级规划问题采用内罚函数法 .实际运算证明 ,该算法是有效的.
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| 关 键 词： | 两级混合整数规划 模拟退火 内罚函数法 |
| 文章编号： | 1000-6788(2002)04-0019-07 |
| 修稿时间： | 2000-05-11 |
The Approximate Algorithm of Global Optimization磁for a Sort of Nonlinear Bilevel Mixed Integer-programming Problem |
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| LI Lei+{,},WANG Chun|feng+,TENG Chun|xian+. The Approximate Algorithm of Global Optimization磁for a Sort of Nonlinear Bilevel Mixed Integer-programming Problem[J]. Systems Engineering —Theory & Practice, 2002, 22(4): 19-25. DOI: 10.12011/1000-6788(2002)4-19 |
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| Authors: | LI Lei+{ } WANG Chun|feng+ TENG Chun|xian+ |
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| Affiliation: | (1)Institute of Systems Engineering,Tianjin University;(2)School of Economics and Management,Harbin University of Science and Technology |
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| Abstract: | In this paper, a sort of nonlinear bilevel mixed integer|programming problem is discussed. It is established on nonlinear bilevel mixed integer|programming basis of theory and algorithm in nonlinear mixed integer|programming. We approached the algorithm solving mixture integer|programming with simulated annealing algorithm for upper|level programming, and applied interior penalty function method for lower|level. It is evidenced this algorithm is effectual in operation actually. |
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| Keywords: | bilevel mixed integer|programming simulated annealing interior penalty function method |
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