下层为凸标量优化的二层多目标规划问题的光滑化方法

吕一兵,万仲平

系统科学与数学 ›› 2014, Vol. 34 ›› Issue (5) : 513-520.

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PDF(324 KB)
系统科学与数学 ›› 2014, Vol. 34 ›› Issue (5) : 513-520. DOI: 10.12341/jssms12319
论文

下层为凸标量优化的二层多目标规划问题的光滑化方法

    吕一兵1,万仲平2
作者信息 +

SMOOTHING METHOD FOR SOLVING BILEVEL MULTIOBJECTIVE PROGRAMS WITH CONVEX SCALAR PROGRAM AT THE LOWER LEVEL

    LV Yibing1, WAN Zhongping2
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摘要

以下层问题的最优性条件代替下层问题, 将下层为凸标量优化的一类二层多目标规划问题转化为带互补约束的不可微多目标规划问题, 采用扰动的Fischer-Burmeister函数对互补约束光滑化, 得到了相应的光滑化多目标规划问题, 分析了原问题的有效解与光滑化多目标规划问题有效解的关系, 设计了求解该类二层多目标规划问题的光滑化算法, 并分析了算法的收敛性. 数值结果表明该光滑化方法是可行的.

Abstract

Using the method of replacing the lower level programs with its optimality conditions, we transform a class of bilevel multiobjective programs, where the lower level is a convex scalar program and the upper level is a vector program, into an equivalent one-level nonsmooth multiobjective programs. Then, we use the perturbed Fischer-Burmeister function to smooth the complementary conditions to obtain a problem of smooth multiobjective programs. Furthermore, we analyze the relationships between the efficient solutions of the original programs and the smoothing programs,propose a smoothing algorithm and analyze the convergence of the algorithm. Finally, a numerical result shows that the algorithm is feasible and efficient.

关键词

二层多目标规划 / 稳定点 / 约束规格 / 光滑化方法.

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吕一兵,万仲平. 下层为凸标量优化的二层多目标规划问题的光滑化方法. 系统科学与数学, 2014, 34(5): 513-520. https://doi.org/10.12341/jssms12319
LV Yibing, WAN Zhongping. SMOOTHING METHOD FOR SOLVING BILEVEL MULTIOBJECTIVE PROGRAMS WITH CONVEX SCALAR PROGRAM AT THE LOWER LEVEL. Journal of Systems Science and Mathematical Sciences, 2014, 34(5): 513-520 https://doi.org/10.12341/jssms12319
中图分类号: 90C05    90C26   
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