计算机工程与应用 ›› 2012, Vol. 48 ›› Issue (7): 51-54.

• 研究、探讨 • 上一篇    下一篇

一类二层规划问题的区间算法

秦 军,曹德欣   

  1. 中国矿业大学 理学院,江苏 徐州 221008
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2012-03-01 发布日期:2012-03-01

Interval algorithm for a class of two-level programming problems

QIN Jun, CAO Dexin   

  1. School of Science, China University of Mining and Technology, Xuzhou,Jiangsu 221008, China
  • Received:1900-01-01 Revised:1900-01-01 Online:2012-03-01 Published:2012-03-01

摘要: 讨论下层规划问题以最优值反应到上层的二层规划问题的数值解法,其中目标函数和约束函数均为Lipschitz连续函数,构造了二层规划问题目标函数的区间扩张和无解区域删除检验原则,建立了求解二层规划问题的区间算法,并进行了数值实验。理论证明和数值实验均表明算法是可靠和有效的。

Abstract: This paper discusses the numerical algorithm for a class of two-level programming problems with the lower-level programming problem responding its optimal value to the upper-level programming, in which the objective functions and constrained functions are Lipschitz continuous. By way of constructing the interval extensions of the two-level objective functions and introducing the test rules of region deletion, an interval algorithm for solving two-level programming problems is established and an experiment upon the numerical examples is performed. Both theoretical proof and numerical experiments show that the algorithm is reliable and effective.