计算机工程与应用 ›› 2009, Vol. 45 ›› Issue (3): 45-46.DOI: 10.3778/j.issn.1002-8331.2009.03.012

• 研究、探讨 • 上一篇    下一篇

求解一类特殊的双层规划问题的遗传算法

常永明1,王宇平2   

  1. 1.西安电子科技大学 理学院,西安 710071
    2.西安电子科技大学 计算机学院,西安 710071
  • 收稿日期:2008-07-23 修回日期:2008-09-25 出版日期:2009-01-21 发布日期:2009-01-21
  • 通讯作者: 常永明

Genetic algorithm for special class of bi-level programming problem

CHANG Yong-ming1,WANG Yu-ping2   

  1. 1.School of Science,Xidian University,Xi’an 710071,China
    2.School of Computer Science and Technology,Xidian University,Xi’an 710071,China
  • Received:2008-07-23 Revised:2008-09-25 Online:2009-01-21 Published:2009-01-21
  • Contact: CHANG Yong-ming

摘要: 主要研究上层函数及其约束函数不要求具有凸性和可微性,下层是关于下层决策变量是凸二次规划的双层规划模型,通过Karush-Kuhn-Tucher 条件转化为一个单层规划,利用下层是正定二次规划,将下层的决策变量表示为关于 Lagrangian乘子的表达式,从而降低了搜索空间的维数,设计了遗传算法,并通过数值实验表明该遗传算非常有效。

关键词: 双层规划, 二次规划, 遗传算法, 全局最有解

Abstract: In terms of the Karush-Kuhn-Tucher conditions of convex programming,a special bi-level programming problem,whose flower-level problem is a definite quadratic programming,is transformed into an equivalent single-level programming,because the quadratic programming is definite,the variables of flower-level can be solved,decrease the dimensions of the search space,a new crossover operator is designed,the experimental studies show that the new solution algorithm can be used to solve the special bi-level programming model is effective.

Key words: bi-level programming, quadratic programming, genetic algorithm, global optimization