| 一种线性三层规划的改进的Frank-Wolf解法 |
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| 引用本文： | 张美芳,成央金,邓胜岳,徐林西.一种线性三层规划的改进的Frank-Wolf解法[J].湖南工业大学学报,2009,23(1):36-39. |
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| 作者姓名： | 张美芳 成央金 邓胜岳 徐林西 |
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| 作者单位： | 1. 湘潭大学,数学与计算科学学院,湖南,湘潭,411105
2. 湖南工业大学理学院,湖南,株洲,412008 |
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| 摘 要： | 利用KT条件、罚函数法,将三层线性规划降为约束条件为线性的二层规划,再利用Frank-Wolf线性逼近的理论,从而仅需求解一层线性规划就得到了三层线性规划的最优解.其中线性规划的求解应用了主元标单纯形法,其优点是可以得到更靠近最优点的可行解,从而减少计算量.
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| 关 键 词： | 三层线性规划 线性逼近 主元标 单纯形法 罚函数法 |
| 收稿时间： | 2008/10/8 0:00:00 |
Improved Method of Frank-Wolf for Three-Levels
Linear Programming Problem |
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| Zhang Meifang,Cheng Yangjin,Deng Shengyue,Xu Linxi.Improved Method of Frank-Wolf for Three-Levels
Linear Programming Problem[J].Journal of Hnnnan University of Technology,2009,23(1):36-39. |
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| Authors: | Zhang Meifang Cheng Yangjin Deng Shengyue Xu Linxi |
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| Abstract: | KT Condition and the penalty function are used to turn linear three level programming problem into bilevel programming problem whose constraint conditions are linear. Then by using Frank-Wolf linear approximation theory, we obtain the optimal solution of the linear three level programming problem by solving linear programming. The principal pivot simplex method is used to solve linear programming. Its merit is to obtain the feasible solution which is to approach the optimal point, thus reduces the amount of computation. |
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