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一类多个下层的双层规划问题

A CLASS OF BILEVEL PROGRAMES WITH MULTI-LOWERS
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摘要 本文研究了一类多个下层的双层规划问题.利用文[1]有关理论与方法,获得了该类多下层双层规划问题与一类广义纳什均衡问题的联系,然后通过寻找该广义纳什均衡问题的均衡点求解该双层规划问题.同时给出了一种求解此类广义纳什均衡问题的算法,并进行了一定的理论分析与数值计算. In this paper, we study a class of bilevel programes with multi-lowers, and make contact with a class of GNEP in the help of article [1]. By finding the equilibrium of the GNEP, we can solve the bilevel programe. At the same time, we modify the algorithm of article [1] and prove some properties of it.
作者 胡晋 吴国民
出处 《数学杂志》 北大核心 2017年第3期497-505,共9页 Journal of Mathematics
基金 国家自然科学基金资助(71471140)
关键词 双层规划 广义纳什均衡 bilevel programes GNEP
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