求二层线性规划最优解的极点方法  

The Method of Getting Extreme Point of the Optimal Solution to Bilevel Linear Programming

作　　者：赵礼阳 霍永亮[2] 

机构地区：[1]重庆师范大学数学学院,重庆401331 [2]重庆文理学院数学与财经学院,重庆402160

出　　处：《重庆工商大学学报（自然科学版）》2015年第11期89-92,共4页Journal of Chongqing Technology and Business University:Natural Science Edition

基　　金：重庆高校创新团队建设计划项目(KJ301321)

摘　　要：根据二层线性规划的最优解一定可以在约束集的极点找到这一理论,给出了求解二层线性规划的极点方法,通过上层目标函数值的排序,避免了盲目验证极点这一缺陷,最后通过算例描述了算法求解过程,并验证了算法的有效性.According to the theory that the optimal solution to bilevel linear programming can be found on the extreme point of the constraint set,a method of getting extreme point of bilevel linear programming is presented.Through the top objective function sorting,this method avoids the shortcoming of verifing extreme point aimlessly.Finally,calculation example describles the perocess of algorithm for solving,and the effectiveness of the algorithm is verified.

关 键 词：二层线性规划 约束条件 全局最优解 极点 

分 类 号：O221.5[理学—运筹学与控制论]