求解价格控制问题的旋转算法  

Pivoting Algorithms for Solving Price-control Problems

作　　者：金照林[1] 胡铁松[2] 

机构地区：[1]武汉长江工商学院,武汉430065 [2]武汉大学水资源与水电工程科学国家重点实验室,武汉430072

出　　处：《武汉理工大学学报（交通科学与工程版）》2012年第6期1170-1174,共5页Journal of Wuhan University of Technology（Transportation Science & Engineering）

基　　金：国家自然科学基金项目资助(批准号:70771082;50839005)

摘　　要：旋转算法是一种求解线性不等式组以及线性规划的方法,区别于传统的单纯形法,该算法是基于行处理的方式,可以将不同的约束条件分别处理,因此可以求解价格控制问题、线性多层规划,以及线性一主多从有关联的stackelberg-nash均衡等问题.如果采用"自上而下"的方法来求解价格控制问题,可以通过增加分割约束集的割平面的方法计算全局最优解.算例证明了该方法用于求解线性主从递阶决策问题是简便有效的.Pivoting Algorithms is a method for solving linear inequalities and linear programming prob- lems, however, it is different from traditional simplex method in that the algorithm is based on the row processing and you needn＇t add any slack, surplus or artificial variables. In addition, by combina- tion of tables, the method can also solve similar problems such as Linear multilevel programming and linear bilevel multi-follower programming with dependent followers （stackelberg-nash equilibrium）, and so on. If using ＂top-down＂ approach to solving price control problem, you can do so by cutting plane method to obtain global optimization. Finally, an example of price control problem shows the method is effective and efficient.

关 键 词：线性二层规划规划 价格控制问题 旋转算法 割平面 极点 

分 类 号：O224[理学—运筹学与控制论]