| 线性一二次双层规划问题 |
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| 引用本文： | 尹红霞,王日爽,王谦,汪寿阳.线性一二次双层规划问题[J].系统工程理论与实践,1994,14(4):1-8. |
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| 作者姓名： | 尹红霞 王日爽 王谦 汪寿阳 |
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| 作者单位： | 1. 北京航空航天大学应用数理系;2. 中国科学院系统科学研究所 |
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| 摘 要： | 本文利用对偶理论和Kuhn-Tucker条件来研究线性一二次双层规划问题, 给出一些二层规划解的最优性条件和一个求解二层规划解的算法。这些最优性条件丰富了非线性多层规划的理论, 而其求解算法为求解实际问题提供了有力的工具。一些数值试验结果将在本文未给出, 这些结果表明算法对于小规模问题的求解是相当有效的。
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| 关 键 词： | 多层规划 最优性条件 算法 |
| 收稿时间： | 1993-11-30 |
Linear-Quadratic Bilevel Programming |
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| Yin Hongxia Wang Rishuang.Linear-Quadratic Bilevel Programming[J].Systems Engineering —Theory & Practice,1994,14(4):1-8. |
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| Authors: | Yin Hongxia Wang Rishuang |
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| Institution: | 1. Department of Applied Mathematics and Physics,Beijing University of Aeronautics and Astronautics,Beijing 100083;2. Institute of Systems Science,Academia Sinica,Beijing 100080 |
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| Abstract: | In this paper,several optimality conditions are derived for linear-quadratic bilevel programming problems in which the leader's objective function is linear but the follower's one is quadratic.These conditions extend and refine some known results in multilevel pro- gramming. An algorithm for solving linear-quadratic bilevel programs is also presented,which is based on that a linear-quadratic bilevel program can be reformulated as a mixed inte- ger optimization problem. |
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| Keywords: | multilevel programming optimality algorithm |
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