求解不确定型二层线性规划模型的悲观决策方法

Pessimistic Decision-making Method for Model of Bilevel Linear Programming under Uncertainty

基于多参数线性规划理论,将不确定型二层线性规划问题转化为多个关于不确定参数的线性规划问题,利用不确定型决策方法中的悲观准则,从最不利的结果中选择最有利的结果,从而得到不确定型二层线性规划的最优解。数值实例的仿真结果表明,所提出的悲观决策方法对解决诸如不确定供应链的规划与运作等问题不失为一种有效的决策支持工具。

The model of bilevel programming under uncertainty is converted to some linear programming models on uncertain parameters based on the theory of multi-parametric linear programming, and one of its optimal solution chosen from the worst cases is obtained by using the pessimistic principle of uncertain decision methods. The simulated result of a numerical example shows that the pessimistic decision-making method presented in this paper may be an effective decision-supporting tool for solving some problems such as supply chain planning and operating under uncertainty.