求解半向量双层规划问题的精确罚函数法  

Exact penalty function method for solving semivectorial bilevel programming problem

作　　者：任爱红[1,2] 王宇平[1] 

机构地区：[1]西安电子科技大学计算机学院,西安710071 [2]宝鸡文理学院数学系,宝鸡721013

出　　处：《系统工程理论与实践》2014年第4期910-916,共7页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金(61272119;61203372);中央高校基本科研业务费(5051303009)

摘　　要：研究半向量双层规划问题的求解方法.利用Benson's方法及线性规划问题的对偶理论,将半向量双层规划问题转化为一个单层优化问题,同时提出了转化问题的偏静态条件定义.基于此定义,构造了半向量双层规划的精确罚问题,得到了此类双层规划问题的最优性条件,并给出相应的求解方法.最后通过一个数值例子表明了求解方法的可行性.This paper considered the semivectorial bilevel programming problem. By using Benson＇s method and dual theory of linear programming, the original problem was transformed into a single level optimization problem. This paper gave a definition of partial calmness of the transformed problem. Based on this definition, this paper constructed an exact penalized problem of the semivectorial bilevel program- ming problem, gave its optimality condition, and proposed an algorithm to solve it. Finally, this paper gave a numerical example to show that the algorithm is feasible.

关 键 词：半向量双层规划 多目标规划 偏静态条件 罚函数法 

分 类 号：O221.2[理学—运筹学与控制论]