| 基于反凸规划的两层线性规划问题全局最优解算法 |
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| 引用本文： | 许丙胜,邵建峰.基于反凸规划的两层线性规划问题全局最优解算法[J].南京大学学报(自然科学版),2013(1):87-94. |
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| 作者姓名： | 许丙胜 邵建峰 |
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| 作者单位： | 南京工业大学经济管理学院;南京工业大学理学院;南京工业大学管理学院 |
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| 摘 要： | 利用两层线性规划的全局最优解可在其约束域的极点上达到这一性质，通过对问题可行解集合的结构进行探讨，将两层线性规划转化为带有反凸约束的线性规划，建立了一个新的全局解算法，证明了算法能收敛到问题的全局解，并通过一个算例说明了算法的求解过程．
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| 关 键 词： | 两层线性规划 全局最优解 反凸约束 极点 割平面 |
A GLOBAL OPTIMAL SOLUTION ALGORITHM FOR TWO-LEVEL LINEAR PROGRAMS BASED ON THE REVERSE CONVEX PROGRAMMING |
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| Xu Bingsheng School of Economics and Management,Nanjing University of Technology,Nanjing PRC/ College of Science,Nanjing University of Technology,Nanjing PRC Shao Jianfeng.A GLOBAL OPTIMAL SOLUTION ALGORITHM FOR TWO-LEVEL LINEAR PROGRAMS BASED ON THE REVERSE CONVEX PROGRAMMING[J].Journal of Nanjing University: Nat Sci Ed,2013(1):87-94. |
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| Authors: | Xu Bingsheng School of Economics and Management Nanjing University of Technology Nanjing PRC/ College of Science Nanjing University of Technology Nanjing PRC Shao Jianfeng |
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| Institution: | Xu Bingsheng (School of Economics and Management,Nanjing University of Technology, 210009,Nanjing PRC/ College of Science,Nanjing University of Technology,210009,Nanjing PRC) Shao Jianfeng (College of Science Nanjing University of Technology,210009,Nanjing PRC) |
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| Abstract: | Based on the result that a global optimal solution for two-level linear programs occurs at an extreme point of its constraint region, we discusse the structural feature of its feasible region and converte the two-level linear program to linear programming with a reverse convex constraint, then build a new algorithm for the global solution, prove that the method converges to the global solution of the program. Finally, a simple example is given to illustrate the p~ovesa of the algorithm for the solution. |
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| Keywords: | two-level linear programs global optimal solution reverse convex constraint extreme point cutting plane |
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