求解二层线性多目标规划的一种新算法

One New Algorithm for Solving Two Linear Multi-objective Programmings

给出二层线性多目标决策问题数学模型的一种新解法,把线性加权模理想点法,Kuhn-Tucker条件、罚函数法和Frank-Wolf结合起来,将二层线性多目标规划问题转化为单层单目标规划问题,使问题简化,从而得到原问题的解.数值验证表明所提出的算法是有效的.

This paper studies the multi-objective linearity two plans one algorithm. The paper gives two linearity multi-objective decision making question mathematical model one kind of new solution, the linear weighting mold ideal point law, the condition, punishes the function method and Frank-Wolf unifies, transforms two linearity multi-objective programming question as the single-layer simple target plan question, causes the question simplification, thus obtaining the original question solution. The value confirmation indicated the proposed algorithm is effective.