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求解线性二层规划问题的多表旋转算法
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)
作者姓名:金照林  胡铁松
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
基金项目:国家自然科学基金资助项目 
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。

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
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)
Authors:JIN Zhao-lin  HU Tie-song
Affiliation:JIN Zhao-lin,HU Tie-song(State Key Lab of Water Resource and Hydropower Engineering Science,Wuhan University,Wuhan 430072,China)
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...
Keywords:operation research  linear bilevel programming  pivoting algorithms  agent  
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