一类二层决策问题的Frank－Wolfe算法

The Frank-Wolfe Algorithm for Solving a Class of Two-Level Decision Making Problems

提出了一类二层决策模型，在某些假设下研究了其解的若干性质，并给出基于Ｆｒａｎｋ－Ｗｏｌｆｅ算法．最后给出的算例表明，提出的算法是可行的且具有较好的可操作性．

A model for a class of two-level decision making problems is presented. Under certain assumptions,some properties of the solution are investigated. The algorithm is based on the Frank-Wolfe algorithm. The efficiency of the algorithm is demonstrated by a simple numerical example.