摘要
针对一类二层规划问题,通过建立对偶定理并利用精确罚函数法和调节熵函数将其近似转化为无约束可微优化问题.建立了相关算法,讨论了算法的收敛性,给出了数值算例,证明算法是有效和可靠的.
In this paper, a class of bilevel programming problem was converted approximately into a differentiable unconstrained optimization problem through the establishment of the duality theorem and the use of exact penalty function method and adjustable entropy function. And corresponding algorithm was set up, and the convergence of the algorithm was discussed. The algorithm is proved effective and reliable with a given numerical example.
出处
《徐州工程学院学报（自然科学版）》
CAS
2009年第2期15-20,共6页
Journal of Xuzhou Institute of Technology(Natural Sciences Edition)
基金
国家自然科学基金资助项目(60775044)
中国矿业大学科技基金资助项目(A200410)
关键词
二层规划
对偶定理
罚函数法
调节熵函数
BFGS算法
bilevel programming
duality theorem
exact penalty function
adjustable entropy function
BFGS algorithm
