| 二层线性规划问题 |
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| 引用本文： | 翁競.二层线性规划问题[J].湖北汽车工业学院学报,2008,22(3):49-51. |
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| 作者姓名： | 翁競 |
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| 作者单位： | 湖北汽车工业学院理学部,湖北,十堰,442002 |
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| 摘 要： | 罚函数方法是数学规划中一种常见且有效的求解方法。用罚函数原理，把二层线性规划（BLP）下层问题的对偶间隙作为惩罚项，将BLP转化为带罚函数子项的有限个线性规划问题。由于BLP的全局最优解可在约束域S的极点上找到，利用线性规划对偶理论，给出了一种求解该二层线性规划的罚函数算法。
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| 关 键 词： | 二层线性规划 下层问题 对偶间隙 罚函数 |
Problem of Bilevel Linear Programming |
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| Weng Jing.Problem of Bilevel Linear Programming[J].Journal of Hubei Automotive Industries Institute,2008,22(3):49-51. |
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| Authors: | Weng Jing |
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| Institution: | Weng Jing (Department of Science, Hubei Automotive Industries Institute, Shiyan 442002, China) |
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| Abstract: | Penalty function is a common and an effective way of solving a mathematical programming.By application of the penalty function method,the BLP can be exactly transformed into a one-level optimization problem where the duality gap of the follower problem is appended to the objective of the upper problem with a penalty,and a global convergent penalty function algorithm for the BLP is given. |
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| Keywords: | bilevel linear programming follower problem duality gap penalty function |
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