线性二级价格控制问题的Topkis-veinott修正算法

Topkis-veinott Revised Algorithm of Linear Bi-level Price Control Problems

利用K-T条件把线性二级价格控制问题转化为单层数学规划问题,结合Topkis-veinott修正算法,给出了线性二级价格控制问题的Topkis-veinott修正算法;同时,对其收敛性做了深入的研究,给出并证明了线性二级价格控制问题的Topkis-veinott修正算法的收敛性定理。

Linear bi-level price control problems was transformed into single level mathematical programming by Kuhn-Tucker condition,then an Topkis-veinott revised algorithm of linear bi-level price control problems was given according to ideals of Topkis-veinott revised algorithm.At the same time,the convergence of this revised algorithm was studied,and the convergence theorem was given and proved.