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弱线性双层规划问题的罚分解方法

On a Penalty Decomposition Method for Solving Weak Linear Bilevel Programming Problems

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【作者】 洪云飞郑跃陈忠

【Author】 HONG Yun-fei;ZHENG Yue;CHEN Zhong;Periodical of Yangtze University;School of Information and Mathematics,Yangtze University;School of Management,Huaibei Normal University;

【机构】 长江大学期刊社长江大学信息与数学学院淮北师范大学管理学院

【摘要】 主要研究弱线性双层规划问题的求解方法.首先利用线性规划的对偶理论和罚函数方法思想,将弱线性双层规划问题转化为一个单层非线性规划问题.进一步把该单层优化问题分解为两个含有罚参数的线性规划问题,设计了一个罚分解方法,并用一个简单算例说明了所提出方法的可行性.

【Abstract】 In this paper,a solution method has mainly been discussed to solve the weak linear bilevel programming problems.Using the dual theory of linear programming and the idea of penalty function method,the weak linear bilevel programming problem has firstly been transformed into a single-level nonlinear programming problem.Furthermore,the latter problem has been decomposed into two linear programming problems which involve a penalty parameter.Finally,apenalty decomposition method has been present and a simple numerical example used to illustrate the feasibility of the proposed method.

【基金】 国家自然科学基金项目(11501233,61273179)
  • 【文献出处】 西南师范大学学报(自然科学版) ,Journal of Southwest China Normal University(Natural Science Edition) , 编辑部邮箱 ,2017年09期
  • 【分类号】O221
  • 【被引频次】3
  • 【下载频次】85
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