摘要
论文研究了一种双层规划的光滑化目标罚函数算法,在一些条件下,证明了光滑化罚优化问题等价于原双层规划问题,而且,当下层规划问题是凸规划问题时,给出了一个求解算法和收敛性证明.
In this paper, novel smoothing objective penalty function is introduced for bilevel programming problems. It is proved that an optimal solution to the smoothing objective penalty optimization problem is also an optimal solution to the original bilevel programming problem under some mild conditions. Furthermore, for the bilevel programming problems with convexity to the lower level problem, an algorithm hased on the proposed method is introduced, its convergence is proved.
出处
《运筹学学报》
CSCD
北大核心
2015年第3期26-33,共8页
Operations Research Transactions
基金
supported by the National Natural Science Foundation of China under grant 11271329
关键词
双层规划问题
目标罚函数
光滑化
最优解
精确性
bilevel programming problems, objective penalty function, smoothing,optimal solution, exactness
