| 一类混合整数双层线性规划的枚举法 |
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| 引用本文： | 贾新花,赵茂先,胡宗国.一类混合整数双层线性规划的枚举法[J].山东科技大学学报(自然科学版),2009,28(1):103-106. |
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| 作者姓名： | 贾新花 赵茂先 胡宗国 |
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| 作者单位： | 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： | 通过对上层变量为0-1型变量和下层变量为连续型变量的混合整数双层线性规划问题的，根据分支定界法原理，给出了一种定界函数和寻找问题最优解的搜索准则，由此提出了一个求解混合整数双层线性规划问题的有效枚举方法。提出的算法能求得问题的全局最优解，并通过算例说明了算法的求解过程。
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| 关 键 词： | 混合整数双层线性规划 定界函数 分支定界 枚举法 |
An Enumerative Algorithm for Solving a Kind of Mixed Integer Bilevel Linear Programming Problem |
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| JIA Xin-hua,ZHAO Mao-xian,HU Zong-guo.An Enumerative Algorithm for Solving a Kind of Mixed Integer Bilevel Linear Programming Problem[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,2009,28(1):103-106. |
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| Authors: | JIA Xin-hua ZHAO Mao-xian HU Zong-guo |
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| Institution: | College of Info Science and Eng.;SUST;Qingdao;Shandong 266510;China |
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| Abstract: | The mixed integer bilevel linear programming problem in which the upper-level decision maker controls all zero-one variables and the lower-level decision maker controls all continuous variables is discussed.By giving the method of bounding to the upper-level objective and finding the optimal solution of the problem,an effective enumerative algorithm is presented for solving the mixed integer bilevel linear programming problem.The proposed algorithm can obtain a global optimal solution.Finally,a simple examp... |
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| Keywords: | mixed integer bilevel linear programming bounded function branch and bound enumerative algorithm |
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