摘要
两层线性规划问题的求解已经提出很多算法,而混合整数两层线性规划问题的研究成果还较少出现。本文介绍了混合整数两层线性规划问题,提出一个基于树搜索的分支定界算法。计算例子说明所给算法是非常有效的。
A lot of algorithms have been devolopedto solve the two-level linear programming problem. However, the study on the mixed integer two-level linear pro-gramming problem is mostly an unexplored area. This paper introduces the mixed integer twolevel linear programming problem and a branchand-bound algorithm based on tree search is presented. The computational examples show that the algorithm given is highly effective.
关键词
两层决策
分支定界法
线性规划
整数规划
two-level decision-making
branch-and-bound solution procedure
linear programming
integer programming
