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双层线性分式规划求顶点的算法
引用本文:刘艳敏,孙玉华. 双层线性分式规划求顶点的算法[J]. 运筹与管理, 2008, 17(1): 29-32,47
作者姓名:刘艳敏  孙玉华
作者单位:北京科技大学,数力系,北京,100083
摘    要:基于双层线性分式规划的性质,讨论了上层不带约束的双层线性分式规划模型,给出了求其所有顶点的算法.此算法为进一步进行双层线性分式规划的灵敏度分析打下了坚实的基础,通过例子对算法进行了检验,并利用结果进行了灵敏度分析.

关 键 词:双层线性分式规划  顶点  既约梯度  最小改变量  灵敏度分析  双层线性分式规划  算法  Linear Fractional Programming  Vertex  结果  利用  检验  敏度分析  规划模型  带约束  性质
文章编号:1007-3221(2008)01-0029-04
收稿时间:2007-09-23
修稿时间:2007-09-23

Algorithm on Finding Vertex of Bilevel Linear Fractional Programming
LIU Yan-min,SUN Yu-hua. Algorithm on Finding Vertex of Bilevel Linear Fractional Programming[J]. Operations Research and Management Science, 2008, 17(1): 29-32,47
Authors:LIU Yan-min  SUN Yu-hua
Abstract:Based on the nature of bilevel linear fractional programming, the model of bilevel linear fractional programming of which upper lever is without constration is discussed in this paper. The algorithm which can find all vertexs of the programming is given. This algorithm provides a good foundation for sensitivity analysis of bilevel linear fractional programming. There is an example to examine the algorithm, and a sensitivity analysis is presented by using the result.
Keywords:bilevel linear fractional programming   vertex   reduced gradient    minimum change quantity   sensitivity analysis.
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