线性半向量二层规划问题的全局优化方法

doi:10.15960/j.cnki.issn.1007-6093.2015.02.003

Abstract

Abstract:

In this paper, we are concerned with global optimization approach for solving the linear semivectorial bilevel programming (LSBP) problem. Using the duality gap of the lower level programs, we construct the corresponding penalized problem. By analyzing the relationships between the optimal solutions of the original problem and the vertices of the feasible region of the penalized problem, we transform the LSBP problem to a series of linear programming problems. Then, the global optimal solution of the LSBP problem can be obtained by solving a series of linear programming problems. The numerical results show that the algorithm proposed is feasible to the LSBP problem.

Key words: semivectorial bilevel programming, duality, penalty function, global optimization solution

LV Yibing, WAN Zhongping. A global optimization method for solving the linear semivectorial bilevel programming problem[J]. Operations Research Transactions, 2015, 19(2): 29-36.

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A global optimization method for solving the linear semivectorial bilevel programming problem

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