| 求解线性二层规划问题的多表旋转算法 |
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| 引用本文： | 金照林,胡铁松.求解线性二层规划问题的多表旋转算法[J].运筹与管理,2010,19(5). |
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| 作者姓名： | 金照林 胡铁松 |
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| 作者单位： | 武汉大学水资源与水电工程科学国家重点实验室,湖北武汉,430070 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 多表旋转算法是一种基于旋转算法来求解线性二层规划问题的方法,通过表格组合还可以求解线性多层规划、以及线性一主多从有关联的stackelberg-nash均衡等问题,求解的思想是使用旋转算法,在多个主体间通过约束传递达到均衡。通过算例显示该方法可以迅速地算出局部最优解,如果问题的诱导域是连通的,还可以计算出全局最优解。
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| 关 键 词： | 运筹学 线性二层规划 旋转算法 主体 |
Multi-table Pivoting Algorithms for Solving Linear Bilevel Programming Problems |
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| JIN Zhao-lin,HU Tie-song.Multi-table Pivoting Algorithms for Solving Linear Bilevel Programming Problems[J].Operations Research and Management Science,2010,19(5). |
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| Authors: | JIN Zhao-lin HU Tie-song |
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| Institution: | JIN Zhao-lin,HU Tie-song(State Key Lab of Water Resource and Hydropower Engineering Science,Wuhan University,Wuhan 430072,China) |
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| Abstract: | Multi-table Pivoting Algorithms is a method based on pivoting algorithms for solving linear bilevel programming problems.By combination of tables,the method can also solve such problems as linear multilevel programming and linear bilevel multi-follower programming with independent followers(stackelberg-nash equilibrium).The algorithm's idea is to take advantage of pivoting algorithms by delivering constraints among multiple agents until the final equilibrium.Finally,an example shows that the method can reac... |
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| Keywords: | operation research linear bilevel programming pivoting algorithms agent |
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