| 一类特殊的非线性两层规划新解法 |
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| 引用本文： | 王亚利,刘志国,王宇平.一类特殊的非线性两层规划新解法[J].系统工程与电子技术,2009,31(2):403-406. |
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| 作者姓名： | 王亚利 刘志国 王宇平 |
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| 作者单位： | 1. 西安电子科技大学理学院, 陕西, 西安, 710071;2. 西安电子科技大学雷达信号处理重点实验室, 陕西, 西安, 710071;3. 西安电子科技大学计算机学院, 陕西, 西安, 710071 |
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| 基金项目： | 国家自然科学基金，陕西省自然科学基础研究计划 |
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| 摘 要： | 针对下层为可微凸规划的非线性双层规划,提出了一种新算法.基于遗传算法,该算法利用下层规划的单调性将其化为若干个有界约束;这样,整个双层规划就化成了若干个并行且独立的单层规划问题,从而有效地简化了原问题的计算复杂度.对于化简后的单层规划问题,设计了遗传算法,并给出了算法的收敛性证明.最后进行了数值仿真,结果表明该算法具有高效性和鲁棒性.
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| 关 键 词： | 两层规划 约束处理 遗传算法 收敛性 |
| 收稿时间： | 2007-11-02 |
| 修稿时间： | 2008-04-02 |
New solutions to a special class of nonlinear bi-level programming problem |
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| WANG Ya-li,LIU Zhi-guo,WANG Yu-ping.New solutions to a special class of nonlinear bi-level programming problem[J].System Engineering and Electronics,2009,31(2):403-406. |
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| Authors: | WANG Ya-li LIU Zhi-guo WANG Yu-ping |
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| Institution: | 1. Dept. of Mathematics, Xidian Univ., Xi'an 710071, China;2. Key Lab for Radar Signal Processing, Xidian Univ., Xi'an 710071, China;3. School of Computer Science and Technology, Xidian Univ., Xi'an 710071, China |
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| Abstract: | For a class of nonlinear bi-level programming whose follower-level problems are differentiable convex programming,a novel algorithm is proposed.Based on GA,by using its monotonicity,the lower-level programming is divided into a certain number of bounded constraints,which changes the whole bi-level programming into several parallel but independent one-level programming problems.In this way,the original calculation is simplified.For the simplified one-level programming,a genetic algorithm is designed and its global convergence is proved.Finally,the numerical simulation results show that the proposed algorithm is more effective and robust. |
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