一类非线性两级整数规划问题的全局优化方法  

A GLOBAL OPTIMIZATION METHOD FOR A CLASS OF NONLINEAR BILEVEL INTEGER PROGRAMMING

作　　者：宿伟玲[1] 郑丕谔[1] 李彤[2] 

机构地区：[1]天津大学管理学院,天津300072 [2]大连理工大学系统工程研究所

出　　处：《系统科学与数学》2005年第3期356-365,共10页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(70371051;70471067)大连市科技计划项目(2003C1ZC310)资助课题

摘　　要：本文研究了整数规划连续化的途径,对一类非线性两级整数规划问题的上级规划连续化以后采用模拟退火算法;其对应的下级规划问题采用离散搜索法求解,从而给出了求解一类非线性两级整数规划问题的一种全局优化算法,并通过算例验证了该算法是有效的.A nonlinear integer bilevel programming is well tackled by means of a new global optimization method proposed herein. The proposed method is performed within a two-level frame. The upper-level problem is first made continuity, and the continued problem is solved using the simulated annealing algorithm. On the other hand, given the information from the upper level, the lower level programming is easy solved after being changed into a non-constrained optimization problem and using a discrete searching technique. The resultant solution from the proposed method is the global optimum. The new method is demonstrated by a numerical example, with the solution satisfied and the method well verified.

关 键 词：规划问题 全局优化方法 非线性 两级 模拟退火算法 全局优化算法 整数规划 连续化 搜索法 求解 下级 算例 

分 类 号：O221.4[理学—运筹学与控制论]