一种双层规划的光滑化目标罚函数算法（英文）  

A smoothing objective penalty function algorithm for bilevel programming problems

作　　者：孟志青[1] 沈瑞[1] 徐新生[1,2] 蒋敏[1] 

机构地区：[1]浙江工业大学经贸管理学院,杭州310023 [2]滨州学院数学与信息科学系,滨州256603

出　　处：《运筹学学报》2015年第3期26-33,共8页Operations Research Transactions

基　　金：supported by the National Natural Science Foundation of China under grant 11271329

摘　　要：论文研究了一种双层规划的光滑化目标罚函数算法,在一些条件下,证明了光滑化罚优化问题等价于原双层规划问题,而且,当下层规划问题是凸规划问题时,给出了一个求解算法和收敛性证明.In this paper, novel smoothing objective penalty function is introduced for bilevel programming problems. It is proved that an optimal solution to the smoothing objective penalty optimization problem is also an optimal solution to the original bilevel programming problem under some mild conditions. Furthermore, for the bilevel programming problems with convexity to the lower level problem, an algorithm hased on the proposed method is introduced, its convergence is proved.

关 键 词：双层规划问题 目标罚函数 光滑化 最优解 精确性 

分 类 号：O221.1[理学—运筹学与控制论]