一类二层规划问题的区间算法  

Interval algorithm for a class of two-level programming problems

作　　者：秦军[1] 曹德欣[1] 

机构地区：[1]中国矿业大学理学院,江苏徐州221008

出　　处：《计算机工程与应用》2012年第7期51-54,共4页Computer Engineering and Applications

基　　金：国家自然科学基金(No.70901073);中央高校基本科研业务费专项基金(No.JGK101676)

摘　　要：讨论下层规划问题以最优值反应到上层的二层规划问题的数值解法,其中目标函数和约束函数均为Lipschitz连续函数,构造了二层规划问题目标函数的区间扩张和无解区域删除检验原则,建立了求解二层规划问题的区间算法,并进行了数值实验。理论证明和数值实验均表明算法是可靠和有效的。This paper discusses the numerical algorithm for a class of two-level programming problems with the lower-level programming problem responding its optimal value to the upper-level programming, in which the objective functions and constrained functions are Lipschitz continuous. By way of constructing the interval extensions of the two-level objective functions and introducing the test rules of region deletion, an interval algorithm for solving two-level programming problems is established and an experiment upon the numerical examples is performed. Both theoretical proof and numerical experiments show that the algorithm is reliable and effective.

关 键 词：二层规划 区间算法 区间扩张 

分 类 号：O242.29[理学—计算数学] O221.2[理学—数学]