线性半向量二层规划问题的全局优化方法

A global optimization method for solving the linear semivectorial bilevel programming problem

研究了线性半向量二层规划问题的全局优化方法.利用下层问题的对偶间隙构造了线性半向量二层规划问题的罚问题,通过分析原问题的最优解与罚问题可行域顶点之间的关系,将线性半向量二层规划问题转化为有限个线性规划问题,从而得到线性半向量二层规划问题的全局最优解.数值结果表明所设计的全局优化方法对线性半向量二层规划问题是可行的.

In this paper, we are concerned with global optimization approach for solving the linear semivectorial bilevel programming （LSBP） problem. Using the duality gap of the lower level programs, we construct the corresponding penalized problem. By analyzing the relationships between the optimal solutions of the original problem and the vertices of the feasible region of the penalized problem, we transform the LSBP problem to a series of linear programming problems. Then, the global optimal solution of the LSBP problem can be obtained by solving a series of linear programming problems. The numerical results show that the algorithm proposed is feasible to the LSBP problem.