| 下层为多目标的两人两层决策问题的模型及优化方法 |
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| 引用本文： | 夏洪胜,贺建勋. 下层为多目标的两人两层决策问题的模型及优化方法[J]. 系统工程与电子技术, 1993, 0(9) |
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| 作者姓名： | 夏洪胜 贺建勋 |
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| 作者单位： | 厦门大学系统科学系(夏洪胜)，厦门大学系统科学系(贺建勋) |
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| 摘 要： | 本文针对上层为单目标,下层为多目标的两人两层决策问题,建立了它的数学模型和决策机制,然后将其转化为单层的非凸优化问题。采用外部逼近算法求解此非凸优化问题的全局最优解,这为两层决策问题提供了一种求解的途径,同时为该类问题的决策支持系统的研究是有意义的。
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| 关 键 词： | 对策论 决策分析 数学模型 优化 多目标分析 |
The Model and Optimization Method of Two Persons and Bilevel Decision Making Problem Whose Lower Level is Multiobjective |
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| Xia Hongsheng and He JianxunXia Men University,System Science Department. The Model and Optimization Method of Two Persons and Bilevel Decision Making Problem Whose Lower Level is Multiobjective[J]. System Engineering and Electronics, 1993, 0(9) |
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| Authors: | Xia Hongsheng He JianxunXia Men University System Science Department |
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| Abstract: | In view of the two persons and bilevel decision making problem whose upper level is singular objective, and lower level multiobjective. We establish a mathematical model and decision mechanism. We transfer the problem into singular level and nonconvex optimization problem, and then we adopt the outer approximation method to achieve the global optimal solution of the nonconvex optimization problem. Our practice provides a way to solve bilevel decision making problem of this kind.It is significant to further researches for the decision support system of this kind of problem. |
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| Keywords: | Leader follower game Nonconvex optimization Global optimal solution Multiobjective Outer approximation method Satisfactriness. |
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