| 一种非增值型凸二次双层规划的有效算法 |
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| 引用本文： | 宿洁.一种非增值型凸二次双层规划的有效算法[J].运筹与管理,2007,16(2):60-64. |
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| 作者姓名： | 宿洁 |
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| 作者单位： | 中国人民大学,商学院,北京,100862;山东大学,数学与系统科学学院,山东,济南,250100 |
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| 基金项目： | 国家自然科学基金;中国博士后科学基金 |
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| 摘 要： | 主要研究了非增值型凸二次双层规划的一种有效求解算法。首先利用数学规划的对偶理论,将所求双层规划转化为一个下层只有一个无约束凸二次子规划的双层规划问题.然后根据两个双层规划的最优解和最优目标值之间的关系,提出一种简单有效的算法来解决非增值型凸二次双层规划问题.并通过数值算例的计算结果说明了该算法的可行性和有效性。
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| 关 键 词： | 双层规划 有效算法 对偶理论 极小极小规划 |
| 文章编号： | 24365209 |
| 修稿时间： | 11 11 2006 12:00AM |
An Effective Algorithm for Non-increasing Value-type Quadratic Bilevel Programming |
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| SU Jie.An Effective Algorithm for Non-increasing Value-type Quadratic Bilevel Programming[J].Operations Research and Management Science,2007,16(2):60-64. |
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| Authors: | SU Jie |
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| Institution: | 1. School of Business, Renmin University of China, Beijing 100862, China ; 2. School of Mathematics and System Science, Shandong University, Jinan 250100, China |
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| Abstract: | In this paper,we consider a non-increasing value-type quadratic bilevel programming problem(VQBP),in which the sub-problems in each level are quadratic programming problems,and the optimal objective value of each sub-problem in the lower-level is feedback to the upper-level as inflection.We first transform the VQBP into another value-type bilevel programming problem,in which there is only one unconstrained quadratic sub-program in the lower-level.And then a simple effective algorithm for the VQBP is proposed based on the relationship between the optimal solutions of the two value-type bilevel programming problems.Finally,the computational results of the examples show the feasibility and efficiency of the algorithm. |
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| Keywords: | nonincreasing value-type bilevel quadratic programming effective algorithm dual theory min-min programming |
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