具有合作关系的两级资源分配的递阶优化问题

对于整体目标函数关于下级各部门不具有可分形式的两级资源分配问题，笔者证明了下级各部门合作决策比独立决策效果更好．寻优方法为：把原问题嵌入到对应的多目标优化问题中，对于上级给定的权系数，下级各部门用原始—对偶法独立求解，再把结果送回上级以便更新权系数，这样，通过上、下级不断的交换信息最终可求得原问题的全局最优解．对于递阶系统优化理论和资源分配这一经济学实践均有参考价值

On Two Level Resource Allocation Hierarchical Optimization with Cooperation Relation

The optimization of indivisible two level resource allocation problems with cooperation relation is studied. The overall objective functions of the problems are not of a sum form of the objective functions of their subsytems. It is held that the cooperation decision among the lower level departments is better than individual decision. The optimization approach is that an indivisible problem is embeded into the corresponding multiobjective optimization problem, every lower level departments individually seek theirselves solutions by primal-dual method under the weight coefficients given by the upper level, and then the results are sent back to the upper level in order to get new weight coefficients. By the information exchange between the upper level and the lower level, a global optimum solution can be obtained.