| 求解混合整数双层规划的凸组合算法 |
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| 引用本文： | 张好智,高自友.求解混合整数双层规划的凸组合算法[J].北京交通大学学报(自然科学版),2005,29(6):6-8,22. |
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| 作者姓名： | 张好智 高自友 |
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| 作者单位： | 北京交通大学,交通运输学院,北京,100044;北京交通大学,交通运输学院,北京,100044 |
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| 基金项目： | 中国科学院资助项目
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国家重点基础研究发展计划(973计划)
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北京市自然科学基金 |
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| 摘 要： | 利用罚函数思想和最优值函数的概念将混合整数双层规划转化为连续变量的单层非线性规划,然后用事先确定步长的凸组合算法迭代求解此单层非线性规划,进而得到原双层规划的局部最优解.
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| 关 键 词： | 混合整数双层规划 罚函数方法 最优值函数 凸组合算法 |
| 文章编号： | 1673-0291（2005）06-0006-03 |
| 收稿时间： | 2004-11-11 |
| 修稿时间： | 2004-11-11 |
A Convex Combination Method for Solving Mixed-Integer Bi-Level Programming |
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| ZHANG Hao-zhi,GAO Zi-you.A Convex Combination Method for Solving Mixed-Integer Bi-Level Programming[J].JOURNAL OF BEIJING JIAOTONG UNIVERSITY,2005,29(6):6-8,22. |
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| Authors: | ZHANG Hao-zhi GAO Zi-you |
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| Institution: | School of Traffic and Transportation, Beijing Jiaotong University, Beijing 100044, China |
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| Abstract: | Firstly, the mixed-integer bi-level programming is transformed into a single level continuous optimization problem by virtue of penalty function concept and optimal value function tool. Then the single level optimization problem is solved iteratively by convex combination algorithm with predetermined step size. Based on this, a locally optimal solution to mixed-integer convex bi-level programming can be obtained efficiently. |
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| Keywords: | mixed-integer bi-level programming penalty function method optimal value function convex combination algorithm |
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