一类区间2次-线性双层规划的解法  

The Quadratic-Linear Bi-Level Programming with Interval Coefficients

作　　者：高小妮[1] 孙玉华[1] 

机构地区：[1]北京科技大学数理学院,北京100083

出　　处：《江西师范大学学报（自然科学版）》2017年第3期275-279,共5页Journal of Jiangxi Normal University(Natural Science Edition)

基　　金：国家自然科学基金(11471010)资助项目

摘　　要：针对上层目标函数含有区间系数的2次-线性双层规划问题,提出了区间2次-线性双层规划的最优值区间的定义,在此基础上把区间2次-线性双层规划模型转化为求解最好最优值和最差最优值的2个确定性模型,进而利用混合整数规划方法求解.最后给出数值算例验证该方法的有效性.The quadratic-linear bi-level programming model with interval coefficients for upper objective function is studied. Firstly, the definition of the optimal value interval of quadratic-linear bi-level programming with interval co- efficients is proposed. Secondly, the quadratic-linear bi-level programming model with interval coefficients is conver- ted into two deterministic models. Then mixed integer programming method is used to solve the best optimal value and worst optimal value. Finally, numerical examples are given to demonstrate the effectiveness of the proposed method.

关 键 词：2次-线性双层规划 最好最优值 最差最优值 最优值区间 

分 类 号：O221[理学—运筹学与控制论]