| 混合整数双层线性规划的全局优化算法 |
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| 引用本文： | 武莹莹,刘卫伟. 混合整数双层线性规划的全局优化算法[J]. 中国科技博览, 2009, 0(21): 164-165 |
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| 作者姓名： | 武莹莹 刘卫伟 |
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| 作者单位： | 1. 山东科技大学继续教育学院,山东泰安,271000
2. 沈阳师范大学,科信软件学院,辽宁沈阳,110034 |
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| 摘 要： | 本文讨论了上层决策变量为整数变量、下层决策变量为连续变量的混合整数双层线性规划问题，利用其可行解均落在约束域边界上的性质，提出了一种求解混合整数双层线性规划全局最优解的算法，并举例说明了算法的执行过程。
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| 关 键 词： | 混合整数双层线性规划 双层线性规划 对偶问题 最优解 |
A global algorithm to solve the mixed integer bilevel linear programming problem |
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| Affiliation: | (1 Student Affairs Department, Shandong Llniversity of Science and Technology, Jinan 250031) |
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| Abstract: | The mixed integer bilcvel linear programming problem（MIBLPP）, where the upper-level decision maker controls all integer variable and lower-level decision maker controls all continuous variable, is discussed. All the feasible solutions of the MIBLPP can be obtained at the edge of constraint region, which leads to an algorithm for getting a global optimal solution to the MIBLPP.Finally, a simple numerical is give to illustrate the application of the algorithm. |
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| Keywords: | mixed integer bilevel linear programming continuous bilevel linear programming dual problem, global optimal solution |
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