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一种双层规划的光滑化目标罚函数算法
引用本文:孟志青,沈瑞,徐新生,蒋敏.一种双层规划的光滑化目标罚函数算法[J].运筹学学报,2015,19(3):26-33.
作者姓名:孟志青  沈瑞  徐新生  蒋敏
作者单位:1. 浙江工业大学经贸管理学院,杭州, 310023; 2. 滨州学院数学与信息科学系,滨州, 256603
摘    要:论文研究了一种双层规划的光滑化目标罚函数算法,在一些条件下,证明了光滑化罚优化问题等价于原双层规划问题,而且,当下层规划问题是凸规划问题时, 给出了一个求解算法和收敛性证明.

关 键 词:双层规划问题  目标罚函数  光滑化  最优解  精确性  
收稿时间:2015-04-15

A smoothing objective penalty function algorithmfor bilevel programming problems
MENG Zhiqing,SHEN Rui,XU Xinsheng,JIANG Min.A smoothing objective penalty function algorithmfor bilevel programming problems[J].OR Transactions,2015,19(3):26-33.
Authors:MENG Zhiqing  SHEN Rui  XU Xinsheng  JIANG Min
Institution:1.  College of Business and Administration, Zhejiang  University of Technology,  Hangzhou 310023, China; 2. Department of Mathematics and Information Science, Binzhou University, Binzhou 256603, China
Abstract:In this paper, a novel smoothing objective penalty function is introduced for bilevel programming problems. It is proved that an optimal solution to the smoothing objective penalty optimization problem is also an optimal solution to the riginal bilevel programming problem under some mild conditions. Furthermore, for the bilevel programming problems with convexity to the lower level problem, an algorithm based on the proposed method is introduced, its convergence is proved.
Keywords:bilevel programming problems  objective penalty function  smoothing  optimal solution  exactness  
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