| 双层线性规划的一种全局优化方法 |
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| 引用本文： | 危学茂,赵茂先,张志江. 双层线性规划的一种全局优化方法[J]. 山东科技大学学报(自然科学版), 2009, 28(1): 99-102 |
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| 作者姓名： | 危学茂 赵茂先 张志江 |
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| 作者单位： | 1. 山东科技大学,信息科学与工程学院,山东,青岛,266510;枣庄学院,计算机系,山东,枣庄,277160
2. 山东科技大学,信息科学与工程学院,山东,青岛,266510 |
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| 摘 要： | 根据双层线性规划全局最优解可在约束域极点上达到的性质和线性规划对偶理念，引进上层目标函数对应的一种割平面约束，对双层线性规划的约束域不断进行切割，求得问题更好的可行解，提出了一种利用单纯形法寻找双层线性规划全局最优解的方法。算例说明了算法的求解过程，并验证了算法的有效性。
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| 关 键 词： | 双层线性规划 对偶间隙 ε-全局最优解 |
A Global Optimal Algorithm for the Bilevel Linear Programming |
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| WEI Xue-mao,ZHAO Mao-xian,ZHANG Zhi-jiang. A Global Optimal Algorithm for the Bilevel Linear Programming[J]. Journal of Shandong Univ of Sci and Technol: Nat Sci, 2009, 28(1): 99-102 |
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| Authors: | WEI Xue-mao ZHAO Mao-xian ZHANG Zhi-jiang |
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| Affiliation: | 1.College of Info Science and Eng.;SUST;Qingdao;Shandong 266510;China;2.Department of Computer Science;Zaozhuang College;Zaozhuang;Shandong 277160;China |
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| Abstract: | Based on the property that a global optimal solution for the bilevel linear programming occurs at an extreme point of its constraint region and dual theory of the linear programming,the paper,by introducing a cutting plane constraint corresponding to the upper objective function,continuously cuts the constraint region of the bilevel linear programming and finds a better feasible solution at the novel constraint region,and also presents an algorithm for finding a global optimal solution with the simplex meth... |
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| Keywords: | bilevel linear programming duality gap ε-global optimal solution |
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