二层线性规划问题的优面算法

Optimal plane algorithm for the linear bilevel programming problem

研究了二层线性规划问题的优面算法,它是先利用求解线性规划的优面算法求解二层线性规划的下层问题,然后把结果返回到上层,再对所得问题使用优面算法求解,最后求得原问题的解.本文首先给出了二层线性规划的数学描述;接着给出了二层线性规划问题的优面算法设计,并给出二层线性规划问题优面算法的步骤,最后通过实例验证了本文提出的二层线性规划优面算法的有效、简洁特性,并且由算法步骤可以看出该算法上机操作简便,显示出较大的优越性.

Using the optimal plane algorithm to solve the linear bilevel programming problem is discussed. Optimal plane algorithm is used to solve the upper problem, then return the result to the lower problem, afterwards, optimal plane algorithm is used again, the result of original problem is gained at the end. The mathematics description of the linear bilevel programming problem is used firstly. Secondly,the optimal plane algorithm designation of the linear bilevel programming problem is given. Finally, the examples are adopted to verify the effectiveness of the proposed method.