一类双层多目标规划的解法

An Approach for Bilevel Multiobjective Programming

研究一种具有多个决策者卷入,各决策者的目标不止一个,决策者之间存在二阶递阶关系系统———双层多目标规划问题。给出双层多目标决策问题数学模型的一种解决方法,把线性加权模理想点法和Kuhn-Tucker条件结合起来,从而把双层多目标规划问题转化为单层单目标约束规划问题,进而求得原问题的满意有效解。

The present paper covers a research on a two level system with several interconnected decision makers based on the Stackelberg leader-follower game.It contains many decision makers,each of them has more than one object-bilevel multiobjective decision making.An algorithm is given to solve a mathematical model of bilevel multiobjective decision making.Via connecting linear plus power module ideal point algorithm under Kuhn-Tucker condition,the bilevel multiobjective programming problem is changed to a singular-level singular-objective constraint programming problem.Then the efficient solution of the problem can be aquired.