二级性性价格控制问题的满意解的求解思路及实例

本文就文献[1]对线性二级价格控制问题（BLP2）研究的结果及文献[2]提出的问题进行了进一步的讨论。用反例指了文[1]求出的极点最优解是错的，以及一般的（BLP）2问题同的最优解，可能是下层决策者根本无法接受的。因此，本文提出（BLP）2的求下层目标最优解的边界搜索法及在此基础上用多目标的观点来求（BLP）2的求下层目标最优解的边界搜索法及在此基础上用多目标的观点来求（BLP）2的满意解的思路及实例。     

无约束优化问题模拟退火算法的改进

考虑如下无约束优化问题(Ｐ)　　　　　　　　　ｍｉｎｘ ｆ(ｘ)ｆ(ｘ)是Ｒｎ 中连续可微的函数 求解 (Ｐ)有多种有效方法 ,但基本上都只能保证求得 (Ｐ)的局部最优解 ,而不能保证求出整体最优解 1 983年 ,Ｋｉｒｋｐａｔｒｉｃｋ[1] 等人将固体退火过程与优化问题进行类比 ,提出了求组合优化问题整体最优解的模拟退火算法 这种方法与以往的一些算法相比 ,具有描述简单 ,使用灵活运行效率高和较少受初始条件限制等优点 ,而且特别适合并行计算 ,因此引起了广泛注意及进一步的工作[2 ] 受此方法的启发 ,1 987年 ,Ｃｈｉａｎｇ[3 ] 等人提…     

下层存在多追随者的分层次线性诱导决策问题及算法

本文讨论上层决策给定的条件下,下层存在多追随者的多目标分层次诱 导决策问题．在线性情况下,此类问题的最优解可在有界多面体区域的某个端点实 现;应用罚函数理论,原决策问题转换为一个在有界多面体区域求连续凸函数最大值 的最优化问题．建议采用的计算方法较为简单,容易实现,而且能够保证求出问题的 全局最优解．     

一阶拟线性非齐次偏微分方程存在整体光滑解的条件

在文献[1],[2]中讨论了一阶拟线性齐次偏微分方程 Cauchy 问题(1)(2)关于整体光滑解的存在性问题.文献[1]得到了λ_i=λ_i(u)时 Cauchy 问题(1)、(2)存在整体光滑解的充要条件;文献[2]进而得到了λ_i=λ_i(t,x,u)时 Cauchy 问题(1)、(2)存在整体光滑解的充要条件。本文将用[1]、[2]的思想方法,讨论一阶拟线性非齐次偏微分方程 Cauchy 问题     

关于二层规划最优解新定义的几点注解

文献[2]提出了二层规划解的新定义,同时指出新定义能够解决更广泛的线性二层规划问题,并且如果线性二层规划的约束域为非空紧集,那么线性二层规划问题就存在Pareto最优解.本文用两个线性二层规划的例子说明文献[2]得出的结论是不可靠的,同时还分析了两种定义下的线性二层规划诱导域之间的关系.     

非线性常微分方程边值问题的有限解析法

本文根据[1]和[2]中提出的有限解析法的基本思想,推导出求解非线性常微分方程两点边值问题的简便公式,并且从理论和实际计算证明了这个方法精度高、收敛快、稳定性好.对于用通常方法求不出合理结果的问题,用此方法可以求出很好的解.     

多目标优化问题(ε,ε)-拟近似解的非线性标量化

本文研究了多目标优化问题的(ε,ε-)-拟近似解.利用文献[1]给出的多目标优化问题统一的非线性标量化问题,在没有任何凸性条件下,研究了多目标优化问题(ε,ε-)-拟近似解的充分和必要条件.最后,利用文献[2]中给出的的范数,对多目标优化问题的(ε,ε-)-拟近似解进行了非线性标量化刻画.本文第3节推广了文献[1]中的结果.     

求0-1型整数规划的一种新方法

本文给出求 0 -1型整数规划的一种新方法 ,该方法利用对所有目标函数值排序的方法 ,求出最优解 .该方法简单易行且计算量较小     

超中立型泛函微分方程的稳定性

本文主要内容是: 1.研究超中立型泛函微分方程,得到零解为渐近稳定的充分条件,如定理1,2,3.并推广了文献[1,2]中之相应结果。 2.建立强渐近稳定概念及相应的比较定理。 3.利用局部Lipschtz条件,得到求P(S)的简便方法,克服文献[3]及文献[2]中所指出的困难。     

概率约束非线性规划及对偶规划的最优解

§ 1.引言E.komaromi在[1]、[2]中讨论了概率约束线性规划 min{CX|P(A_1X≥ξ)≥p,A_2X≥6}及对偶规划最优解的存在性,并给出了一个求其最优解的算法.本文讨论了概率约束非线性规划     

First-Order Necessary Optimality Conditions for General Bilevel Programming Problems

In Ref. 1, bilevel programming problems have been investigated using an equivalent formulation by use of the optimal value function of the lower level problem. In this comment, it is shown that Ref. 1 contains two incorrect results: in Proposition 2.1, upper semicontinuity instead of lower semicontinuity has to be used for guaranteeing existence of optimal solutions; in Theorem 5.1, the assumption that the abnormal part of the directional derivative of the optimal value function reduces to zero has to be replaced by the demand that a nonzero abnormal Lagrange multiplier does not exist.     

二层规划可行解的存在性

二层规划通常是用两个最优化问题来描述，其中第一个问题(上层问题)的约束集部分受限于第二个问题(下层问题)的最优响应。可行解的存在性是二层规划问题中一个基本而重要的研究内容, 该文借助于下层目标函数的Clarke'次微分映射的w伪单调性，着重讨论了这一问题。     

MIMOl 1-optimization with a scalar control

In Ref. 1, the author showed that some scalar mixed sensitivity minimization problems have rationall ¹-optimal solutions and computed these solutions. Here, a similar approach is applied to a multi-input multi-output (MIMO) plant. The general flavor of the solution is the same as in Ref. 1, but there is one distinct new feature. We prove that some of the outputs may be ignored, in the sense that they have no influence on the optimal solution and that all the operators corresponding to the remaining outputs have the same optimal norm. This fact suggests alternative methods for solving the problem and it is employed in the construction of an exact rationall ¹-optimal solution of a particular problem.This work was partly done while the author was a visiting professor at the Department of Mathematics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia. Supported in part by a joint grant from NSF and the Academy of Finland.     

线性规划最优解集的表现

文献［１］讨论了有无穷多最优解的线性规划问题，并利用最优单纯形表格的检验数给出线性规划有无穷多最优解的判别法，本文利用最优基可行解的凸组合及最优极向的非负线性组合给出线性规划最优解集的表现，从而把线性规划最优解集的几何特征阐释清楚．     

A novel approach to Bilevel nonlinear programming

Recently developed methods of monotonic optimization have been applied successfully for studying a wide class of nonconvex optimization problems, that includes, among others, generalized polynomial programming, generalized multiplicative and fractional programming, discrete programming, optimization over the efficient set, complementarity problems. In the present paper the monotonic approach is extended to the General Bilevel Programming GBP Problem. It is shown that (GBP) can be transformed into a monotonic optimization problem which can then be solved by “polyblock” approximation or, more efficiently, by a branch-reduce-and-bound method using monotonicity cuts. The method is particularly suitable for Bilevel Convex Programming and Bilevel Linear Programming.      

带有限反馈下层的二层规划问题的部分合作模型

对下层最优反馈为离散有限多个的二层规划问题的部分合作模型进行探讨. 当下层的合作程度依赖于上层的决策变量时, 给出一个确定合作系数函数的一般方法, 进而得到一个新的部分合作模型. 在适当地假设下, 可保证所给的部分合作模型一定可以找到比悲观解要好的解, 并结合新的部分合作模型对原不适定问题进行分析, 得到了一些有益的结论. 最后以实际算例说明了所给部分合作模型的可行性.     

A genetic algorithm for solving linear fractional bilevel problems

Bilevel programming has been proposed for dealing with decision processes involving two decision makers with a hierarchical structure. They are characterized by the existence of two optimization problems in which the constraint region of the upper level problem is implicitly determined by the lower level optimization problem. In this paper a genetic algorithm is proposed for the class of bilevel problems in which both level objective functions are linear fractional and the common constraint region is a bounded polyhedron. The algorithm associates chromosomes with extreme points of the polyhedron and searches for a feasible solution close to the optimal solution by proposing efficient crossover and mutation procedures. The computational study shows a good performance of the algorithm, both in terms of solution quality and computational time.     

A hybrid Tabu-ascent algorithm for the linear Bilevel Programming Problem

The linear Bilevel Programming Problem (BLP) is an instance of a linear hierarchical decision process where the lower level constraint set is dependent on decisions taken at the upper level. In this paper we propose to solve this NP-hard problem using an adaptive search method related to the Tabu Search metaheuristic. Numerical results on large scale linear BLPs are presented.     

一类系数为梯形模糊数的两层线性规划

讨论了一类系数为梯形模糊数的两层线性规划问题,首先是利用模糊结构元理论将梯形模糊数去模糊化,将其转化成常规的两层线性问题,并验证其去模糊化后的常规的两层线性规划的最优解与系数为梯形模糊数的两层线性规划问题的最优解一致,并给出具体的算法,数例进行验证.     

Is bilevel programming a special case of a mathematical program with complementarity constraints?

Bilevel programming problems are often reformulated using the Karush–Kuhn–Tucker conditions for the lower level problem resulting in a mathematical program with complementarity constraints(MPCC). Clearly, both problems are closely related. But the answer to the question posed is “No” even in the case when the lower level programming problem is a parametric convex optimization problem. This is not obvious and concerns local optimal solutions. We show that global optimal solutions of the MPCC correspond to global optimal solutions of the bilevel problem provided the lower-level problem satisfies the Slater’s constraint qualification. We also show by examples that this correspondence can fail if the Slater’s constraint qualification fails to hold at lower-level. When we consider the local solutions, the relationship between the bilevel problem and its corresponding MPCC is more complicated. We also demonstrate the issues relating to a local minimum through examples.