| 关于线性二层规划分枝定界方法的探讨 |
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| 引用本文： | 吕一兵,万仲平,胡铁松,王广民. 关于线性二层规划分枝定界方法的探讨[J]. 运筹与管理, 2006, 15(5): 24-28 |
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| 作者姓名： | 吕一兵 万仲平 胡铁松 王广民 |
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| 作者单位： | 1. 武汉大学,系统工程研究所,湖北,武汉,430072
2. 武汉大学,数学与统计学院,湖北,武汉,430072 |
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| 摘 要： | 对求解线性二层规划的分枝定界方法进行了探讨.给出的一个例子表明,目前的分枝定界方法不能很好地解决上层带有任意线性形式约束的线性二层规划问题,进而在线性二层规划新定义的基础上提出了求解线性二层规划的扩展分枝定界方法.算例表明扩展分枝定界方法可以有效解决原分枝定界方法的不足.
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| 关 键 词： | 线性二层规划 分枝定界法 最优解 |
| 文章编号： | 1007-3221(2006)05-0024-05 |
| 收稿时间： | 2005-12-11 |
| 修稿时间： | 2005-12-11 |
A Discussion on the branch-and-bound Approach to Linear Bilevel Programming |
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| LU Yi-bing,HU Tie-song,WAN Zhong-ping,WANG Guang-min. A Discussion on the branch-and-bound Approach to Linear Bilevel Programming[J]. Operations Research and Management Science, 2006, 15(5): 24-28 |
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| Authors: | LU Yi-bing HU Tie-song WAN Zhong-ping WANG Guang-min |
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| Affiliation: | 1. Institute of Systems Engineering, Wuhan University, Wuhan 430072, China ; 2. School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China |
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| Abstract: | This paper gives an analysis of the branch-and-bound approach to linear bilevel programming.A designed example shows that the current branch-and-bound approach can't deal with a linear bilevel programming problem well when the constraint functions at the upper-level are of arbitrary linear form.Then based on the new definition of linear bilevel programming solution, this paper gives an extended branch-and-bound approach to the linear bilevel programming.The numerical results show that the extended branch-and-bound approach can solve the deficiency efficiently. |
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| Keywords: | linear bilevel programming branch-and-bound approach optimal solution |
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