| 求解线性双层规划的一种全局优化算法 |
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| 引用本文： | 胡宗国,贾新花,孙毅刚. 求解线性双层规划的一种全局优化算法[J]. 佳木斯大学学报, 2008, 26(6) |
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| 作者姓名： | 胡宗国 贾新花 孙毅刚 |
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| 作者单位： | 山东科技大学信息科学与工程学院,山东青岛266510 |
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| 摘 要： | 讨论了线性双层规划问题,通过分析线性双层规划可行域的结构特征和最优解在约束域极点上达到这一特性,对线性双层规划上层目标函数进行定界,利用二分法原理,构造了一个双线性规划来修正当前的界,提出一种了求解线性双层规划的全局优化算法.
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| 关 键 词： | 线性双层规划 对偶 ε-全局最优解 |
A Globally Convergent Algorithm for Solving Bilevel Linear Programming Problem |
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| HU Zong-guo,JIA Xin-hua,SUN Yi-gang. A Globally Convergent Algorithm for Solving Bilevel Linear Programming Problem[J]. Journal of Jiamusi University(Natural Science Edition), 2008, 26(6) |
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| Authors: | HU Zong-guo JIA Xin-hua SUN Yi-gang |
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| Affiliation: | 1.College of Information Science and Engineering;Shandong University of Science and Technology;Qingdao 266510;China |
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| Abstract: | In this paper,bilevel linear programming is considered by analyzing the structural characteristics of the bilevel linear programming feasible domain,and the result that a global optional solution to bilinear programming occurs at an extreme point of its constraint region.A demarcation on the upper objection function of the bilevel linear programming was carried out by making use of the dichotomy principle.A bilinear programming to amend the current boundary was constructed until getting the global optimal s... |
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