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An Approximate Algorithm for a Class of Nonlinear Bilevel Integer Programming
引用本文:LILei,TENGChun-xian,等. An Approximate Algorithm for a Class of Nonlinear Bilevel Integer Programming[J]. 系统科学与系统工程学报(英文版), 2002, 11(2): 136-142
作者姓名:LILei  TENGChun-xian  
作者单位:LI Lei,TENG Chun-xian,TIAN Guang-yue Harbin University of Science and Technology,Harbin,150080,China
基金项目:This research is supported by National Natural Science Foundation of China (69874009)
摘    要:The algorithm for a class of nonlinear bilevel integer programming is discussed in this paper. It is based on the theory and algorithm for nonlinear integer programming. The continuity methods for integer programming are studied in this paper. After simulated annealing algorithm is applied to the upper-level programming problem and the thought of filled function method for continuous global optimization is applied to the corresponding lower-level programming, an approximate algorithm is established. The satisfactory algorithm is elaborated in the following example.

关 键 词:非线性整体规划  近似算法  模拟退火算法

An Approximate Algorithm for a Class of Nonlinear Bilevel Integer Programming
LI Lei,TENG Chun-xian,TIAN Guang-yue. An Approximate Algorithm for a Class of Nonlinear Bilevel Integer Programming[J]. Journal of Systems Science and Systems Engineering, 2002, 11(2): 136-142
Authors:LI Lei  TENG Chun-xian  TIAN Guang-yue
Affiliation:Harbin University of Science and Technology, Harbin, 150080, China
Abstract:The algorithm for a class of nonlinear bilevel integer programming is discussed in this paper. It is based on the theory and algorithm for nonlinear integer programming. The continuity methods for integer programming are studied in this paper. After simulated annealing algorithm is applied to the upper-level programming problem and the thought of filled function method for continuous global optimization is applied to the corresponding lower-level programming, an approximate algorithm is established. The satisfactory algorithm is elaborated in the following example.
Keywords:bilevel integer programming  continuity methods  simulated annealing  filled function
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