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二层规划的扰动解
引用本文:彭爱民,安中华. 二层规划的扰动解[J]. 湖北大学学报(自然科学版), 2011, 33(3): 358-361
作者姓名:彭爱民  安中华
作者单位:湖北第二师范学院数学与数量经济学院,湖北武汉,430205
基金项目:湖北省教育厅重点科研项目(d20103001)资助
摘    要:传统的二层规划求解方式是利用下层规划的KKT条件将其转化成单层规划问题.由于互补松弛条件的存在使得MFCQ和线性独立等约束规格不成立.探讨了对互补松弛条件给出ε出扰动后的非线性规划求解问题,以及扰动解收敛到原二层规问题局部最优解的条件,并探讨这些条件实现的可能性.

关 键 词:二层规划  扰动  约束规格

Perturbed solution of bilevel programming problem
PENG Aimin,AN Zhonghua. Perturbed solution of bilevel programming problem[J]. Journal of Hubei University(Natural Science Edition), 2011, 33(3): 358-361
Authors:PENG Aimin  AN Zhonghua
Affiliation:PENG Aimin,AN Zhonghua (School of Mathematics and Quantitative Economics,Hubei University of Education,Wuhan 430205,China)
Abstract:Trandditional method of solving a bilevel programming problem was translating into single level,using KKT-condition of lower level programming.But the constraint qualification didn't hold at any feasible point as complementary condition.In this paper aperturbed programming and solution were considered.We also discussed the converge condition and the possiblity.
Keywords:bilevel programming  perturted  constraint qualification  
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