Genetic algorithm for special class of bi-level programming problem

doi:10.3778/j.issn.1002-8331.2009.03.012

Computer Engineering and Applications ›› 2009, Vol. 45 ›› Issue (3): 45-46.DOI: 10.3778/j.issn.1002-8331.2009.03.012

• 研究、探讨 • Previous Articles Next Articles

Genetic algorithm for special class of bi-level programming problem

CHANG Yong-ming¹,WANG Yu-ping²

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

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.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

通讯作者: 常永明

Abstract

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

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

CHANG Yong-ming¹,WANG Yu-ping². Genetic algorithm for special class of bi-level programming problem[J]. Computer Engineering and Applications, 2009, 45(3): 45-46.

常永明¹,王宇平². 求解一类特殊的双层规划问题的遗传算法[J]. 计算机工程与应用, 2009, 45(3): 45-46.

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Genetic algorithm for special class of bi-level programming problem

求解一类特殊的双层规划问题的遗传算法

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