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.

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。