求目标控制型线性三级规划的罚函数法

Penalty Function Algorithm of Solving Objection Function Controlled Trilevel Linear Programming

利用对偶理论将目标控制型线性三级规划问题转化成目标控制型线性二级规划问题,通过引入对偶间隙,给出了罚函数的概念,并获得了几个相关的性质,并由此建立了一个求解目标控制型的线性三级规划问题的算法.

In this paper, linear trilevel programming problem is transformed into linear bilevel programming problem by duality theory. By introducing duality gap , we introduce a notion of penalty function, obtain several relative properties , and hence utilize these properties to develope an algorithm for sloving a objective function controlled linear trilevel programming problem.