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一类二层规划问题的调节熵函数法
引用本文:高常海,曹德欣.一类二层规划问题的调节熵函数法[J].徐州工程学院学报,2009(2):15-20.
作者姓名:高常海  曹德欣
作者单位:中国矿业大学理学院,江苏徐州221008
基金项目:国家自然科学基金责助项目(60775044);中国矿业大学科技基金责助项目(A200410).
摘    要:针对一类二层规划问题,通过建立对偶定理并利用精确罚函数法和调节熵函数将其近似转化为无约束可微优化问题.建立了相关算法,讨论了算法的收敛性,给出了数值算例,证明算法是有效和可靠的.

关 键 词:二层规划  对偶定理  罚函数法  调节熵函数  BFGS算法

Adjustable Entropy Function Method for Solving a Class of Bilevel Programming Problem
GAO Chang-hai,CAO De-xin.Adjustable Entropy Function Method for Solving a Class of Bilevel Programming Problem[J].Journal of Xuzhou Istitute of Technology,2009(2):15-20.
Authors:GAO Chang-hai  CAO De-xin
Affiliation:(College of Sciences, China University of Mining and Technology, Xuzhou 221008,China)
Abstract:In this paper, a class of bilevel programming problem was converted approximately into a differentiable unconstrained optimization problem through the establishment of the duality theorem and the use of exact penalty function method and adjustable entropy function. And corresponding algorithm was set up, and the convergence of the algorithm was discussed. The algorithm is proved effective and reliable with a given numerical example.
Keywords:bilevel programming  duality theorem  exact penalty function  adjustable entropy function  BFGS algorithm
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