期刊文献+

一种多人有关联两层多目标决策的交互式算法 被引量:4

An lnteractive Algorithm for Two-level MultiobjectiveDecision Making with Several Decision Makers interconnected
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摘要 本文首先建立了基于Stackelberg主从策略的多人有关联的两层多目标决策问题的数学模型,利用满意度和Kuhn-Tucker条件把两层多目标规划问题转化为单层单目标非凸约束规划问题;并采用收敛外部逼近法求解此非凸约束规划问题的全局最优解;然后,通过分析人与决策人之间的交互,求得两层决策问题的满意解. in the paper, a mathematical model is set up of two-level multiobjective decision making with several decision makers interconnected based on the Stackelberg leader-follower game, and with the help of satisfactoriness and Kuhn-Tucker condition, the two-level multiobjective programming problem is changed a singular-level, singular-objective, nonconvex constraint programming problem to which the convergent outer approximation method gives the global optimal solution afterwards. And then, the analyst and decision makers interact to achieve the preferred solution to the two-level decision making problem.
出处 《上海交通大学学报》 EI CAS CSCD 北大核心 1994年第2期90-97,共8页 Journal of Shanghai Jiaotong University
关键词 平衡规划 多目标决策 交互式算法 equilibrium programming, satisfactoriness, convergent outer approximation method, interactive, nonconvex
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参考文献6

  • 1梁Liang,1991年
  • 2钟伟俊,1991年
  • 3唐大宏,1989年
  • 4严庆红,1989年
  • 5薛履中,工程最优化技术,1988年
  • 6王建华,对策论.应用数学丛书,1986年

同被引文献23

  • 1夏洪胜,骆振华,贺建勋.具有Stackelberg主从对策的下层多人无关联的两层决策方法[J].系统工程与电子技术,1994,16(1):30-37. 被引量:4
  • 2姜志侠,成丽波,刘宇宁.用带权极大模理想点法求解多目标双层规划问题[J].吉林大学学报(理学版),2005,43(4):417-421. 被引量:5
  • 3徐飞,郭耀煌.具有主从结构的多目标非线性两层优化问题的可行方向法[J].西南交通大学学报,1996,31(4):433-439. 被引量:4
  • 4Dempe S. A Bundle Algorithm Applied to Bilevel Programming Problems with Non-unique Lower Level Solutions [J]. Computational Optimization and Application, 2000, 15: 145-166.
  • 5Gerffrion A M, Hogan W W. Coordination of Two-level Organization with Multiple Objective [C]. In: Balakrishnan A V, ed. Techniques of Optimization. New York: Academic, 1972.
  • 6Changkong V, Haimes Y Y. Multiobjective Decision Making: Theory and Methodology [M]. Amsterdam: North-Holland Press, 1983.
  • 7Marcotte P, Savard G, Zhu D L. A Trust Region Algorithm for Nonlinear Bilevel Programming [J]. Oprations Research Letters, 2000, 28(2): 254-259.
  • 8Dempf S, Bard J F. Bundle Trust-region Algorithm for Bilevel Programming [J]. Journal of Optimization and Applications, 2001, 110(2): 265-288.
  • 9Gerffrion A M,Hogan W W.Coordination of Two-Level Organization with Multiple Objective Balakrishnan A V.ed.Techniques of Optimization[M].New York:Academic,1972.
  • 10Haimes Y Y,Chngkong V.Kuhn-Tucker Multipliers as Trade offs in Multi-objective Decision Making Analysis[J].Automatica,1979,15(3):59-72.

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