摘要
对于下层为线性规划问题的一类非线性二层规划问题,文章利用线性规划的对偶理论, 将其转化为一个单层优化问题.除了添加下层问题的对偶间隙作为惩罚项外,
还通过一个目标罚参数来调整上层问题的目标函数值,进而给出了一个求解此类二层规划问题的目标罚函数方法. 最后,数值结果表明, 所提出的方法是可行的.
Abstract
In this paper, we consider a class of nonlinear ilevel programming problem in which the lower level is a linear programming problem. Using the dual theory, the original problem is transformed into a single level optimization problem. It not only appends the duality gap of the lower level problem with a penalty,
but also gives an objective penalty parameter to adjust the value of the upper level objective function. Then, we construct an objective penalty function method for such a problem. Finally, some numerical results show that the proposed method is feasible.
关键词
非线性二层规划 /
罚函数方法 /
目标罚函数 /
全局最优解.
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Key words
Nonlinear bilevel programming, penalty function /
/
method, objective penalty function, globally optimal solution.
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郑跃,万仲平,郝自军.
一类非线性二层规划问题的目标罚函数方法. 系统科学与数学, 2013, 33(10): 1156-1163. https://doi.org/10.12341/jssms12192
ZHENG Yue , WAN Zhonging , HAO Zijun.
AN OBJECTIVE PENALTY FUNCTION METHOD FOR A CLASS OF NONLINEAR BILEVEL PROGRAMMING PROBLEM. Journal of Systems Science and Mathematical Sciences, 2013, 33(10): 1156-1163 https://doi.org/10.12341/jssms12192
中图分类号:
90C26
90C30
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