| 一类非线性二层规划的Frank-Wolfe方法 |
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| 引用本文： | 张涛,吕一兵. 一类非线性二层规划的Frank-Wolfe方法[J]. 湖北大学学报(自然科学版), 2010, 32(4): 375-378 |
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| 作者姓名： | 张涛 吕一兵 |
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| 作者单位： | 长江大学,信息与数学学院,湖北,荆州,434023;长江大学,信息与数学学院,湖北,荆州,434023 |
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| 基金项目： | 国家自然科学基金,教育部重点实验室开放基金,湖北省教育厅重点项目 |
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| 摘 要： | 利用下层问题的K-T最优性条件将下层为线性规划的一类非线性二层规划转化为相应的单层规划,同时取互补条件为罚项,得到该类问题的单层罚问题;然后利用Frank-Wolfe方法对单层罚问题进行求解.数值实验表明该方法是可行的.
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| 关 键 词： | 非线性二层规划 最优解 Frank-Wolfe方法 |
Frank-Wolfe method for solving a class of nonlinear bilevel programming problem |
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| ZHANG Tao,L Yibin. Frank-Wolfe method for solving a class of nonlinear bilevel programming problem[J]. Journal of Hubei University(Natural Science Edition), 2010, 32(4): 375-378 |
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| Authors: | ZHANG Tao L Yibin |
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| Affiliation: | ZHANG Tao,L(U) Yibin |
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| Abstract: | By using the K-T optimality condition of the lower level problem,a class of nonlinear bilevel programming problem was transformed into a corresponding single level programming and the complementary condition was append to the upper level objective with a penalty.Then the Frank-Wolfe approach was applied to solve this kind of problem and an example was solved to illustrate this approach. |
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| Keywords: | nonlinear bilevel progrmming optimal solution Frank-Wolfe approach |
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