求解一类线性二层目标混合模型的算法

Algorithm for a Class of Linear Two-story Mixed-optimization Models

基于线性分式规划的性质,讨论了一类线性二层目标混合最优化模型.将混合最优化模型转化成有约束的单层分式规划问题,利用既约梯度和最小改变量来求线性分式规划的所有顶点.通过算例对算法进行了检验,说明了算法的有效性.

Based on the nature of the linear fractional programming, discussed the objectives of a class of linear two-story mixed-optimization model. Optimization model will be mixed into the monolayer constrained fractional programming problems, using both the gradient and the smallest change in some quantity to order Linear Fractional Programming of all vertices. An example of the algorithm was tested on the effectiveness of the algorithm.