| 一种含整数型两层决策问题的求解方法 |
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| 引用本文： | 吴清烈,徐南荣.一种含整数型两层决策问题的求解方法[J].系统工程学报,1995,10(4):1-9. |
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| 作者姓名： | 吴清烈 徐南荣 |
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| 作者单位： | 东南大学经济管理学院 |
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| 摘 要： | 本文利用拉格朗日松驰技巧为两层决策问题构造了简单的线性定界函数，针对上层决策变量为０－１变量的两层决策问题，提出了一种分枝定界算法。文中给出的算例说明了算法的有效性。
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| 关 键 词： | 两层决策 整数规划 定界函数 决策 |
A METHOD FOR SOLVING THE INTEGER TWO-LEVEL DECISION MAKING PROBLEM |
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| Wu Qinglie,Xu Nanrong.A METHOD FOR SOLVING THE INTEGER TWO-LEVEL DECISION MAKING PROBLEM[J].Journal of Systems Engineering,1995,10(4):1-9. |
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| Authors: | Wu Qinglie Xu Nanrong |
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| Abstract: | This paper presents a branch and bound algorithm for the integer two-level decision making problem in which the upper decision variables are con-strainted to be 0 or 1.In this paper,a simple linear function for bounding is con-structed for the two-level decision making problem by utilizing Lagrangian relax-ation method.Finally this paper gives the steps of the algorithm and show its effi-ciency on an example. |
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| Keywords: | two-level decision making integer programming bounding function branch and bound algorithm |
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