| An Exact Penalty Function Method for Linear Static Stackelberg Problem with Multiple Leaders and Multiple Followers |
| |
| 引用本文： | LI Dengfeng, CHEN Shouyu(Department of Civil Engineering,Dalian Uaiversity of Technology,Dalian,116024,China). An Exact Penalty Function Method for Linear Static Stackelberg Problem with Multiple Leaders and Multiple Followers[J]. 系统科学与系统工程学报(英文版), 1996, 0(3) |
| |
| 作者姓名： | LI Dengfeng CHEN Shouyu(Department of Civil Engineering Dalian Uaiversity of Technology Dalian 116024 China) |
| |
| 作者单位： | Department of Civil Engineering，Dalian Uaiversity of Technology，Dalian，116024，China |
| |
| 摘 要： | ＡｎＥｘａｃｔＰｅｎａｌｔｙＦｕｎｃｔｉｏｎＭｅｔｈｏｄｆｏｒＬｉｎｅａｒＳｔａｔｉｃＳｔａｃｋｅｌｂｅｒｇＰｒｏｂｌｅｍｗｉｔｈＭｕｌｔｉｐｌｅＬｅａｄｅｒｓａｎｄＭｕｌｔｉｐｌｅＦｏｌｌｏｗｅｒｓＬＩＤｅｎｇｆｅｎｇ；ＣＨＥＮＳｈｏｕｙｕ（Ｄｅｐ...
|
An Exact Penalty Function Method for Linear Static Stackelberg Problem with Multiple Leaders and Multiple Followers |
| |
| LI Dengfeng, CHEN Shouyu. An Exact Penalty Function Method for Linear Static Stackelberg Problem with Multiple Leaders and Multiple Followers[J]. Journal of Systems Science and Systems Engineering, 1996, 0(3) |
| |
| Authors: | LI Dengfeng CHEN Shouyu |
| |
| Abstract: | The paper models and analyzes the linear static stackelberg model with multiple leaders and multiple followers in which each decision maker within his group may or may not cooperate. An exact penalty function method is developed. The duality gaps of the followers' problems are appended to the leaders' objective function with a penalty. This structure leads to the decomposition of the composite problem into a series of linear programming leading to an efficient algorithm. We prove that local optimality is reached for an exact penalty function and illustrste the method with three examples. Our model extends the stackelberg leader-follower model. The analysis in this paper hopefully provides some forther insights about types of the static stackelberg leader-follower model. |
| |
| Keywords: | stackelberg game cooperation penalty function method linear programming. |
| 本文献已被 CNKI 等数据库收录！ |
