摘要
对求解线性二层规划的分枝定界方法进行了探讨.给出的一个例子表明,目前的分枝定界方法不能很好地解决上层带有任意线性形式约束的线性二层规划问题,进而在线性二层规划新定义的基础上提出了求解线性二层规划的扩展分枝定界方法.算例表明扩展分枝定界方法可以有效解决原分枝定界方法的不足。
This paper gives an analysis of the branch-and-bound approach to linear bilevel programming. A designed example shows that the current branch-and-bound approach can＇ t deal with a linear bilevel programming problem well when the constraint functions at the upper-level are of arbitrary linear form. Then based on the new definition of linear bilevel programming solution, this paper gives an extended branch-and-bound approach to the linear bilevel programming. The numerical results show that the extended branch-and-bound approach can solve the deficiency efficiently.
出处
《运筹与管理》
CSCD
2006年第5期24-28,共5页
Operations Research and Management Science
基金
国家自然科学基金资助项目(70371032
50479039)
关键词
线性二层规划
分枝定界法
最优解
linear bilevel programming
branch-and-bound approach
optimal solution
