求解线性双层规划的割平面算法

被引:7
作者
赵茂先
高自友
机构
[1] 北京交通大学交通运输学院
基金
北京市自然科学基金; 国家杰出青年科学基金;
关键词
线性双层规划; 全局最优解; 极点; 割平面;
D O I
暂无
中图分类号
O221.1 [线性规划];
学科分类号
摘要
利用线性双层规划的全局最优解可在其约束域的极点上达到这一性质,通过对问题可行解集合的结构进行探讨,引进一种割平面技术,提出了一个求解线性双层规划的全局收敛算法,并通过一个算例说明了算法的求解过程.
引用
收藏
页码:65 / 69
页数:5
相关论文
共 12 条
  • [1] An Explicit Solution to the Multi_Level Programming Problem. Bard J F,Falk J E. Computers and Operations Research . 1982
  • [2] Practical Bilevel Optimization:Algorithms and Ap-plications. Bard J F. . 1998
  • [3] The Polynomial Hierarchy and A Simple Model for Competitive Analysis. Jeroslow R G. Mathematical Programming . 1985
  • [4] Computational Difficulties of Bilevel Linear Programming. Ben_Ayed O,Blair C E. Operations Research . 1990
  • [5] Some Properties of the Bilevel Programming problem. Bard J F. Journal of Optimization . 1991
  • [6] A Linear Two_Level Programming Problem. Candler W,Townsely R. Computers and Operations Reseaech . 1982
  • [7] Two_Level Linear Programming. Bialas W F,Karwan M H. Management Science . 1984
  • [8] A Global Optimization Approach for the Linear Two_Level Program. Tug H,Migdalas A,Varbrand P. Journal of Global Optimization . 1993
  • [9] New Branch_and_Bound Rules for Linear Bilevel Programming. Hansen P,Jaumard B,Savard G. SIAM Journal on Scientific and Statistical Computing . 1992
  • [10] A Modified Simplex Approach for Solving Bilevel Linear Programming Problems. Onal H. European Journal of Operational Research . 1993