非内点同伦方法求解双层规划问题  

Solving bilevel programming problem by anoninterior point homotopy method

作　　者：范晓娜[1] 陈燕 闫庆伦[1] FAN Xiao-na;CHEN Yan;YAN Qing-lun(School of Science,Nanjing University of Posts and Telecommunications,Nanjing 210023,China)

机构地区：[1]南京邮电大学理学院,江苏南京210023

出　　处：《高校应用数学学报（A辑）》2021年第2期169-178,共10页Applied Mathematics A Journal of Chinese Universities(Ser.A)

基　　金：国家自然科学基金项目(No.11671004);南京邮电大学校基金(NY217097,NY218061,NY218079)。

摘　　要：提出了一种非内点同伦方法来解决无界集上的双层规划问题,并在适当的假设条件下,证明了同伦路径的存在性和全局收敛性.这种方法放宽了对初始点的要求,使数值计算更加便利.数值结果表明,该方法与现有的解双层规划问题的同伦方法相比,计算效率更高.This paper proposes a non-interior point homotopy method to solve the bilevel programming problem on an unbounded set.Under appropriate assumptions,the existence and global convergence of the homotopy path are proved.This method relaxes the demand for the initial point,which can bring us more convenience on numerical computation.Furthermore,the numerical result illustrates that the method improves greatly the computational efficiency compared with the existing homotopy method for bilevel programming problem.

关 键 词：双层规划问题 非内点同伦方法 法锥条件 全局收敛 

分 类 号：O221[理学—运筹学与控制论]