In this paper,following the method of replacing the lower level problem with its Kuhn-Tucker optimality condition,we transform the nonlinear bilevel programming problem into a normal nonlinear programming problem with...In this paper,following the method of replacing the lower level problem with its Kuhn-Tucker optimality condition,we transform the nonlinear bilevel programming problem into a normal nonlinear programming problem with the complementary slackness constraint condition.Then,we get the penalized problem of the normal nonlinear programming problem by appending the complementary slackness condition to the upper level objective with a penalty.We prove that this penalty function is exact and the penalized problem and the nonlinear bilevel programming problem have the same global optimal solution set.Finally,we propose an algorithm for the nonlinear bilevel programming problem.The numerical results show that the algorithm is feasible and efficient.展开更多
In order to solve linear interaction programming, the vertex-searching method is proposed in this paper. First, the existence of equilibrium is analyzed for the model of linear interaction programming. Then the conclu...In order to solve linear interaction programming, the vertex-searching method is proposed in this paper. First, the existence of equilibrium is analyzed for the model of linear interaction programming. Then the conclusion is obtained in which the equi- librium is in the boundary of the restriction region of linear interaction programming. Also, a searching equilibrium solution is deduced from the conclusion.展开更多
基金Supported by the Key Project on Science and Technology of Hubei Provincial Department of Education (D20103001)
文摘In this paper,following the method of replacing the lower level problem with its Kuhn-Tucker optimality condition,we transform the nonlinear bilevel programming problem into a normal nonlinear programming problem with the complementary slackness constraint condition.Then,we get the penalized problem of the normal nonlinear programming problem by appending the complementary slackness condition to the upper level objective with a penalty.We prove that this penalty function is exact and the penalized problem and the nonlinear bilevel programming problem have the same global optimal solution set.Finally,we propose an algorithm for the nonlinear bilevel programming problem.The numerical results show that the algorithm is feasible and efficient.
基金Supported by the National Soft Science Research Project of China (2006GXSZD085)
文摘In order to solve linear interaction programming, the vertex-searching method is proposed in this paper. First, the existence of equilibrium is analyzed for the model of linear interaction programming. Then the conclusion is obtained in which the equi- librium is in the boundary of the restriction region of linear interaction programming. Also, a searching equilibrium solution is deduced from the conclusion.
