一类具有多重二层决策的线性分式双层规划

Linear Bi-level Multi-follower Fractional Programming Problems

讨论一类极小化双层规划问题:其第一层目标函数是线性分式函数,第二层是K(K≥1)个带有参数的线性规划.给出了这类双层规划问题有解的一个充要条件,并且证明了该问题的解可以在多面体的某个顶点处达到.

This paper studied on a class of minimized bi-level programming whose first level is a linear fractional program, and whose second level has K （K ≥ 1） linear programming problems with parameters. The paper proposed a necessary and sufficient condition for the existence of solution to the problem and proved that the solution could be attained at a vertex of some polyhedral convex set.