| 求解二层线性规划问题的一种算法 |
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| 引用本文： | 刘兵兵,李智慧,陈芳.求解二层线性规划问题的一种算法[J].大学数学,2009,25(3). |
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| 作者姓名： | 刘兵兵 李智慧 陈芳 |
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| 作者单位： | 1. 安庆师范学院,数学与计算科学学院,安徽,安庆,246133
2. 燕山大学,理学院,河北,秦皇岛,066004 |
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| 基金项目： | 安徽省高校优秀青年人才基金 |
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| 摘 要： | 对下层含有约束的二层线性规划问题,提出了求全局最优解的一种算法.首先由该算法求出约束凸集的全部极点,再对极点进行可行性检验,从而得到了二层线性规划问题的全局最优解,最后以实例验证了算法的有效性.
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| 关 键 词： | 二层线性规划 凸集 极点 全局最优解 |
An Algorithm for Solving Bilevel Linear Programming Problem |
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| LIU Bing-bing,LI Zhi-hui,CHEN Fang.An Algorithm for Solving Bilevel Linear Programming Problem[J].College Mathematics,2009,25(3). |
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| Authors: | LIU Bing-bing LI Zhi-hui CHEN Fang |
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| Institution: | 1.Department of Mathematics;Anqing Teachers College;Anqing 246133;China;2.Science Institute;Yanshan University;Qinhuangdao 066004;China |
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| Abstract: | An algorithm for solving a class of bilevel linear programming problem is proposed.The low-level problem has constraint set,but the high-level problem has not.Firstly,get out all extreme points of the constraint set.Then,test the feasibility of all extreme points and find the global optimum.Finally,a numerical example is adopted to verify the effectiveness of proposed approach. |
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| Keywords: | bilevel linear programming convex set extreme point global optimum |
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