广义分式双层规划解的性质及其对偶  

The Properties and Duality Theory of Generalized Fractional Bilevel Programming

作　　者：陈伟军[1] 郑小金[1] 陈伟强[1] 

机构地区：[1]浙江师范大学数理与信息工程学院,浙江金华321004

出　　处：《宁波大学学报（理工版）》2006年第3期384-388,共5页Journal of Ningbo University：Natural Science and Engineering Edition

摘　　要：讨论一类极小化双层规划:其第一层的目标函数是广义分式函数和带有参数的线性约束,第二层是K(K≥1)个带有参数的线性规划.同时讨论了这类双层规划问题的各种等价形式,给出了此类规划的解的性质;并通过讨论与之等价的d.c.规划问题,借助于d.c.规划共轭对偶理论,给出了广义线性分式双层规划的共轭对偶规划及其对偶性质.Bilevel programming problem is addressed and dealt with. The objective function in the first level is a generalized fractional function with parametric linear constraints, and some parametric linear programming problems are identified in the second level with K（K≥ 1）. In the paper, some equivalent forms and properties of the problem are found. By exploring the equivalent d.c. programming problem and using its surrogate dual theory, the duality of the generalized fractional bilevel programming is introduced.

关 键 词：双层规划 广义分式规划 d.c.规划 共轭对偶 

分 类 号：O211[理学—概率论与数理统计]