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求解线性二层规划的割平面法
引用本文:徐林西,成央金,李光荣,吕婷婷.求解线性二层规划的割平面法[J].湖南工业大学学报,2010,24(4):36-39.
作者姓名:徐林西  成央金  李光荣  吕婷婷
作者单位:湘潭大学,数学与计算科学学院,湖南,湘潭,411105
摘    要:基于线性二层规划的全局最优解可在其约束域的极点上达到这一性质,利用约束域顶点的相邻极点产生割平面,设计了一种求解上层带约束的线性二层规划的割平面法,并给出了算例。

关 键 词:线性二层规划  极点  割平面法
收稿时间:2009/9/14 0:00:00

A Cutting Plane Algorithm for Solving Linear Bilevel Program
Xu Linxi,Cheng Yangjin,Li Guangrong and Lv Tingting.A Cutting Plane Algorithm for Solving Linear Bilevel Program[J].Journal of Hnnnan University of Technology,2010,24(4):36-39.
Authors:Xu Linxi  Cheng Yangjin  Li Guangrong and Lv Tingting
Affiliation:School of Mathematics and Computational Science, Xiangtan University,School of Mathematics and Computational Science, Xiangtan University,School of Mathematics and Computational Science, Xiangtan University and School of Mathematics and Computational Science, Xiangtan University
Abstract:Based on the result that a global optimal solution to linear bilevel programming occurs at the extreme point of its constraint regain, uses adjacent extreme point to get the cutting plane and designs a cutting plane algorithm for solving linear bilevel programming with the upper-level constraint. And a simple example is given to illustrate the application of the algorithm.
Keywords:linear bilevel programming  extreme point  cutting plane algorithm
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