共查询到18条相似文献,搜索用时 468 毫秒
1.
文章研究了一类结构为非线性-线性-线性三:层规划问题的求解方法.首先,基于下层问题的Karush-Kuhn-Tucker (K-K-T)最优性条件,将该类非线性三层规划问题转化为具有互补约束的非线性二层规划,同时将下层问题的互补约束作为罚项添加到上层目标;然后,再次利用下层问题的K-K-T最优性条件将非线性二层规划转化为非线性单层规划,并再次将得到的互补约束作为上层目标的罚项,构造了该类非线性三层规划问题的罚问题.通过对罚问题性质的分析,得到了该类非线性三层规划问题最优解的必要条件,并设计了罚函数算法.数值结果表明所设计的罚函数算法是可行、有效的. 相似文献
2.
二层凸规划的基本性质 总被引:2,自引:0,他引:2
本文研究了一类抛述二层决策问题的二层数学规划模型,在一定条件下讨论了下层极值函数和上层复合目标函数的凸性和连续性,给出了二层决策问题优决策的存在条件。 相似文献
3.
本文研究了一类非线性-线性半向量二层规划问题的罚函数求解方法.对于该类半向量二层规划问题,首先基于下层问题的加权标量化方法和Karush-Kuhn-Tucker最优性条件,将其转化为一般的二层规划问题,并取下层问题的互补约束为罚项,构造出相应的罚问题;然后分析罚问题最优解的相关特征以及最优性条件,进而设计了相应的罚函数算法;最后以相关算例验证了罚函数算法的可行、有效性. 相似文献
4.
二层广义凸规划及其性质 总被引:4,自引:0,他引:4
讨论了二层规划的性质 ,在一些凸性和广义凸性假设下 ,讨论了下层极值函数和上层目标函数的凸性、拟凸性和连续性性质 ,获得了五个定理 ,并予以证明 . 相似文献
5.
6.
以下层规划的最优值作为响应反馈到上层的一类二层规划问题,可以放宽要求下层规划具有唯一解的限制.本文旨在讨论这类二层规划序列的上图收敛性,从而对近似求解这类问题提供了一定的理论依据. 相似文献
7.
8.
以下层问题的K-T最优性条件代替下层问题,将线性二层规划转化为相应的单层规划问题,通过分析单层规划可行解集合的结构特征,设计了一种求解线性二层规划全局最优解的割平面算法.数值结果表明所设计的割平面算法是可行、有效的. 相似文献
9.
非可微二层凸规划的最优性条件 总被引:3,自引:0,他引:3
本文考虑的是构成函数为非可微凸函数的二层规划问题(NDBP),得到了下层极值函数和上层复合目标函数的方向导数和次微分的估计式,给出非可微二层凸规划(NDBP)最优解的几种最优性条件。 相似文献
10.
下层问题以上层决策变量作为参数,而上层是以下层问题的最优值作为响应
的一类最优化问题——二层规划问题。我们给出了由一系列此类二层规划去逼近原二层规划的逼近法,得到了这种逼近的一些有趣的结果. 相似文献
11.
The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
We consider the bilevel programming problem and its optimal value and KKT one level reformulations. The two reformulations are studied in a unified manner and compared in terms of optimal solutions, constraint qualifications and optimality conditions. We also show that any bilevel programming problem where the lower level problem is linear with respect to the lower level variable, is partially calm without any restrictive assumption. Finally, we consider the bilevel demand adjustment problem in transportation, and show how KKT type optimality conditions can be obtained under the partial calmness, using the differential calculus of Mordukhovich. 相似文献
12.
13.
In this article, we consider bilevel optimization problems with discrete lower level and continuous upper level problems. Taking into account both approaches (optimistic and pessimistic) which have been developed in the literature to deal with this type of problem, we derive some conditions for the existence of solutions. In the case where the lower level is a parametric linear problem, the bilevel problem is transformed into a continuous one. After that, we are able to discuss local optimality conditions using tools of variational analysis for each of the different approaches. Finally, we consider a simple application of our results namely the bilevel programming problem with the minimum spanning tree problem in the lower level. 相似文献
14.
Bilevel programming has been proposed for dealing with decision processes involving two decision makers with a hierarchical structure. They are characterised by the existence of two optimisation problems in which the constraint region of the upper level problem is implicitly determined by the lower level optimisation problem. In this paper we focus on the class of bilevel problems in which the upper level objective function is linear multiplicative, the lower level one is linear and the common constraint region is a bounded polyhedron. After replacing the lower level problem by its Karush–Kuhn–Tucker conditions, the existence of an extreme point which solves the problem is proved by using a penalty function approach. Besides, an algorithm based on the successive introduction of valid cutting planes is developed obtaining a global optimal solution. Finally, we generalise the problem by including upper level constraints which involve both level variables. 相似文献
15.
In this paper, we present a new trust region algorithm for a nonlinear bilevel programming problem by solving a series of its linear or quadratic approximation subproblems. For the nonlinear bilevel programming problem in which the lower level programming problem is a strongly convex programming problem with linear constraints, we show that each accumulation point of the iterative sequence produced by this algorithm is a stationary point of the bilevel programming problem. 相似文献
16.
Herminia I. Calvete Carmen Galé Stephan Dempe Sebastian Lohse 《Journal of Global Optimization》2012,53(3):573-586
Bilevel programming involves two optimization problems where the constraint region of the upper level problem is implicitly determined by another optimization problem. In this paper we focus on bilevel problems over polyhedra with upper level constraints involving lower level variables. On the one hand, under the uniqueness of the optimal solution of the lower level problem, we prove that the fact that the objective functions of both levels are quasiconcave characterizes the property of the existence of an extreme point of the polyhedron defined by the whole set of constraints which is an optimal solution of the bilevel problem. An example is used to show that this property is in general violated if the optimal solution of the lower level problem is not unique. On the other hand, if the lower level objective function is not quasiconcave but convex quadratic, assuming the optimistic approach we prove that the optimal solution is attained at an extreme point of an ??enlarged?? polyhedron. 相似文献
17.
研究了特殊的二层极大极小随机规划逼近收敛问题. 首先将下层初始随机规划最优解集拓展到非单点集情形, 且可行集正则的条件下, 讨论了下层随机规划逼近问题最优解集关于上层决策变量参数的上半收敛性和最优值函数的连续性. 然后把下层随机规划的epsilon-最优解向量函数反馈到上层随机规划的目标函数中, 得到了上层随机规划逼近问题的最优解集关于最小信息概率度量收敛的上半收敛性和最优值的连续性. 相似文献
18.
《Operations Research Letters》2023,51(1):84-91
In this paper, we study the bilevel programming problem with discrete polynomial lower level problem. We start by transforming the problem into a bilevel problem comprising a semidefinite program (SDP for short) in the lower level problem. Then, we are able to deduce some conditions of existence of solutions for the original problem. After that, we again change the bilevel problem with SDP in the lower level problem into a semi-infinite program. With the aid of the exchange technique, for simple bilevel programs, an algorithm for computing a global optimal solution is suggested, the convergence is shown, and a numerical example is given. 相似文献