双层多目标线性规划问题的一个算法

Algorithm for Bilevel Multi-Objective Linear Programming

现有方法常常将双层多目标线性规则问题(下层决策者无关联)的下层问题的最优性条件转换为上层问题的严格约束,这样缩小了上层决策问题解的搜索范围,与实际中的决策过程相违背。因此,基于隶属函数以及模糊数等有关性质,提出了一种模糊决策方法;同时,在上下层问题独立求解时,引入了一种多项式的时间算法,为两层以及多层决策问题提供了新的求解途径。

Uninterconnected bilevel multi\|objective linear programming for lower level multipersion multi\|objective is studied.Traditional approaches usually transfer the lower\|level programming problem to be the constraints of the higher level by its optimality conditions;the corresponding auxiliary problem becomes non\|linear and the decision information is also implicit;it doesn't accord with the decising process in real world.So in this study,based on the fuzzy set theory,an interactive fuzzy decision mehod is proposed.Meantime,the polynomial time algorithm is suggested.The method provides a new way for the bilevel decision problem and multi\|level decision making.