两层决策问题的全局优化方法  

A Global Optimization Method of Bilevel Dccision Making Problem

作　　者：夏洪胜[1] 郜林春 贺建勋[1] 

机构地区：[1]厦门大学系统科学系

出　　处：《海南大学学报（自然科学版）》1994年第2期108-113,共6页Natural Science Journal of Hainan University

摘　　要：本文建立了一类上层单目标、下层多目标的两层决策问题的数学模型和决策机制，利用辅助模型把下层多目标转化为单目标，形成一个两层单目标规划问题，采用外部逼近法求解此两层单目标规划问题，从而获得原两层决策问题的最优解。该方法为两层决策问题提供了一种求解途经。In view of a kind of bilevel decision making problem with singular objective upper leveland multiobjective lower levd,the mathematical model and the decision mechanism areestablished.By assistant model,multiobjective lower level is transfered into singular objective oneand the original problem is transfered into bilevel singular objective programming problem,Outerapproximation method is adopted to solve the programming problem,so that the preferredsolution of the original bilevel decision making problem is achieved.The method provides asolution way for bilevel decision making problem。

关 键 词：两层决策 全局最优 决策 多目标 

分 类 号：O224[理学—运筹学与控制论]