弱线性双层规划问题的罚分解方法

主要研究弱线性双层规划问题的求解方法.首先利用线性规划的对偶理论和罚函数方法思想,将弱线性双层规划问题转化为一个单层非线性规划问题.进一步把该单层优化问题分解为两个含有罚参数的线性规划问题,设计了一个罚分解方法,并用一个简单算例说明了所提出方法的可行性.

On a Penalty Decomposition Method for Solving Weak Linear Bilevel Programming Problems

In this paper,a solution method has mainly been discussed to solve the weak linear bilevel programming problems.Using the dual theory of linear programming and the idea of penalty function method,the weak linear bilevel programming problem has firstly been transformed into a single-level nonlinear programming problem.Furthermore,the latter problem has been decomposed into two linear programming problems which involve a penalty parameter.Finally,a penalty decomposition method has been present and a simple numerical example used to illustrate the feasibility of the proposed method.