三步法求解下层最优解不唯一的二层规划

Three-step Method for Solving Bilevel Programming with Non-unique Lower Level Optimal Solutions

下层最优解不唯一的二层规划存在乐观和悲观情形,基于此提出乐观和悲观可行解的定义,并设计了求解乐观和悲观最优解的三步法.而后分别用三步法和以往的两步法求解了4个下层最优解不唯一和1个下层最优解唯一的算例,计算结果表明了三步法的有效性.

Based on optimistic and pessimistic bilevel programming with non-unique lower level optimal solutions,the definitions of optimistic and pessimistic feasible solution is proposed,three-step method for solving bilevel programming with non-unique lower level optimal solutions is also proposed.Finally,the proposed three-step method and two-step method proposed before have been applied to 5benchmark problems.The numerical results demonstrate the feasibility and effectiveness of three-step method.