摘要
讨论下层规划问题以最优值反应到上层的二层规划问题的数值解法,其中目标函数和约束函数均为Lipschitz连续函数,构造了二层规划问题目标函数的区间扩张和无解区域删除检验原则,建立了求解二层规划问题的区间算法,并进行了数值实验。理论证明和数值实验均表明算法是可靠和有效的。
This paper discusses the numerical algorithm for a class of two-level programming problems with the lower-level programming problem responding its optimal value to the upper-level programming, in which the objective functions and constrained functions are Lipschitz continuous. By way of constructing the interval extensions of the two-level objective functions and introducing the test rules of region deletion, an interval algorithm for solving two-level programming problems is established and an experiment upon the numerical examples is performed. Both theoretical proof and numerical experiments show that the algorithm is reliable and effective.
出处
《计算机工程与应用》
CSCD
2012年第7期51-54,共4页
Computer Engineering and Applications
基金
国家自然科学基金(No.70901073)
中央高校基本科研业务费专项基金(No.JGK101676)
关键词
二层规划
区间算法
区间扩张
two-level programming
interval algorithm
interval extension
