摘要
针对一类上层为线性规划、下层为线性分式规划的区间系数双层规划问题,提出了一种基于系数取值区间搜索的遗传算法。首先,对下层目标系数进行个体编码,使得对每一编码个体,原问题被转化为确定的双层规划问题;其次,利用分式规划的最优性条件求解得到确定性问题;最后,算法通过不断进化下层目标系数找到最好最优解和最差最优解。数值仿真结果表明,该算法是可行并有效的。
For a class of bilevel programming problems with interval coefficients, in which the upper-level problem is linear, whereas the lower-level problem is a linear fractional program, a genetic algorithm was presented by taking the coefficient intervals as the searching space. Firstly, individuals could be gotten by encoding the lower-level objective coefficients such that the original problem could be transformed into certain bilevel programs for each encoded individual; in addition, the optimality results were used to solve these certain problems; finally, the best and the worst solutions could be obtained by evolving the coefficients of the lower level objective. The simulation results show that the proposed algorithm is feasible and efficient.
出处
《计算机应用》
CSCD
北大核心
2015年第A01期98-100,109,共4页
journal of Computer Applications
基金
国家自然科学基金资助项目(61463045
61065009)
青海省自然科学基金资助项目(2013-Z-937Q)
关键词
区间系数
双层规划
遗传算法
最优化条件
最优解
interval coefficient
bilevel programming
genetic algorithm
optimality condition
optimal solution
