二层线性规划的有效解

Efficient solutions of linear bilevel programming problem

在容许集有界且二层线性规划存在最优解是相应双目标规划有效解的假设下 ,证明了有效最优解可在容许集的顶点达到 .给出了二层线性规划的解的更为合理的有效化方法 ,并用算例对各种有效化方法所得的有效解进行了比较 .

For a linear bilevel programming problem, we prove that an optimal and efficient solution can arrive at some extreme points of constraint region under the assumptions that the constraint region is bounded and some optimal solutions are efficient solutions to the corresponding biobjective programming. Two more reasonable methods for finding efficient solutions are given and several numerical examples are provided.