求解线性双层规划的一个全局收敛算法

A Global Convergent Algorithm for Solving Bi-level Linear Programming

基于线性双层规划的最优解在约束域极点上达到这一特性,得到了线性双层规划问题的一些性质。然后给出了一个求解线性双层规划的全局收敛算法,该算法从合理反应集的一个顶点开始进行搜索。最后通过一个算例说明这种算法的可行性和优越性。

Based on the characteristic of the BLP＇s optimal solution being reached on the pole of the constraint domain,some natures of this problem are obtained. Then a global convergent algorithm of BLP is given which itants the search from a vertex of the rational reaction set. Finally, a simple example is given to illustrate the feasibility and superiority of this algorithm.