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求解二次双层规划问题的全局最优解

Global Optimization for Quadratic Bilevel Programming Problem
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摘要 针对现有的一些逼近算法在计算过程中有时得到的解为不可行解,甚至远离真正全局最优解的问题,给出一种解二次双层规划非孤立全局最优解的算法.数值实例结果表明,该算法行之有效. A parametric algorithm was proposed for solving the nonisolated global optimal solution of quadratic bilevel programming problem in view of most existing approximate methods for solving these problems sometimes providing an infeasible solution,or a solution far from the ture optimum. The algorithm overcomes these limitations.Numerical results presented show the effectiveness of this method.
作者 徐俊彦 高莹莹 苗壮 刘庆怀
机构地区 长春工业大学基础科学学院
出处 《吉林大学学报（理学版）》 CAS CSCD 北大核心 2014年第5期937-942,共6页 Journal of Jilin University:Science Edition
基金 国家自然科学基金(批准号:10771020) 吉林省自然科学基金(批准号:20101597)
关键词 全局优化 二次双层规划 非孤立最优解 global optimization quadratic bilevel programming nonisolated optimal solution
分类号 O224 [理学—运筹学与控制论]
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参考文献10

  • 1Chinchuluun A, Pardalos P M, HUANG Hongxuan. Multilevel (Hierarchical) Optimization: Complexity Issues. Optimality Conditions, Algorithms [C]//Advances in Applied Mathematics and Global Optimization in Honor of Gilbert Strang. Advances in Mechanics and Mathematics Series. Vol. 17. Berlin: Springer, 2009: 197 -222.
  • 2CAO Dong, CHEN Mingyuan. Capacitated Plant Selection in a Decentralized Manufacturing Environment: A Bilevel Optimization Approach[J].Eur J Oper Res, 2006, 169(1): 97 -110.
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吉林大学学报（理学版）
2014年 第5期

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