一类非线性二层规划问题的目标罚函数方法

郑跃,万仲平,郝自军

系统科学与数学 ›› 2013, Vol. 33 ›› Issue (10) : 1156-1163.

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PDF(324 KB)
系统科学与数学 ›› 2013, Vol. 33 ›› Issue (10) : 1156-1163. DOI: 10.12341/jssms12192
论文

一类非线性二层规划问题的目标罚函数方法

    郑跃1,万仲平2,郝自军2
作者信息 +

AN OBJECTIVE PENALTY FUNCTION METHOD FOR A CLASS OF NONLINEAR BILEVEL PROGRAMMING PROBLEM

    ZHENG Yue1 , WAN Zhonging2 , HAO Zijun2
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文章历史 +

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.

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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