【摘要】 本文研究线性半向量二层规划问题的割平面方法.首先基于线性多目标规划的加权标量化方法以及下层问题的K-K-T最优性条件,将线性半向量二层规划问题转化为相应的单层规划问题;然后通过分析所构造单层规划问题最优解的特征,同时基于割平面思想,设计一种求解线性半向量二层规划问题全局最优解的算法;最后,利用算例验证所设计割平面算法的可行、有效性.更多还原

【Abstract】 In this paper,a cutting plane approach for the linear semivectorial bilevel programming problem is proposed.Firstly,based on the weight method for the linear multiobjective programming and the K-K-T optimality conditions of the lower level problem,we transform the linear semivectorial bilevel programming into the corresponding single level programming problem.Then,based on exploring the characters of the optimal solutions of the single level programming problem and the cutting planes method,we propose a cutting plane algorithm for the global optimal solution of the linear semivectorial bilevel programming problem.Finally,we present some numerical results to illustrate the algorithm.更多还原