摘要
多表旋转算法是一种基于旋转算法来求解线性二层规划问题的方法,通过表格组合还可以求解线性多层规划、以及线性一主多从有关联的stackelberg-nash均衡等问题,求解的思想是使用旋转算法,在多个主体间通过约束传递达到均衡。通过算例显示该方法可以迅速地算出局部最优解,如果问题的诱导域是连通的,还可以计算出全局最优解。
Multi-table Pivoting Algorithms is a method based on pivoting algorithms for solving linear bilevel programming problems.By combination of tables,the method can also solve such problems as linear multilevel programming and linear bilevel multi-follower programming with independent followers（stackelberg-nash equilibrium）.The algorithm＇s idea is to take advantage of pivoting algorithms by delivering constraints among multiple agents until the final equilibrium.Finally,an example shows that the method can reach its local optimum quickly and get global optimum if its inducible region is connected.
出处
《运筹与管理》
CSCD
北大核心
2010年第5期15-19,33,共6页
Operations Research and Management Science
基金
国家自然科学基金资助项目(70771082
50839005)
关键词
运筹学
线性二层规划
旋转算法
主体
operation research
linear bilevel programming
pivoting algorithms
agent
