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利用GRG解一类非线性二层规划

发表时间:2010-01-15  浏览量:1888  下载量:758
全部作者: 黄银珠,张圣贵
作者单位: 福建师范大学数学与计算机科学学院
摘 要: 主要研究一类下层是凸的二层规划的一种求解算法。在下层是凸的情况下,可以将下层用卡罗需库恩塔克(Karush-Kuhn-Tucker, KKT)条件代替,从而把原二层规划转化为单层非线性规划,进而借用广义简约梯度(general reduced gradient, GRG),提出一种简单有效的下降算法来求解该规划,并通过数值算例的计算结果说明了该算法的可行性和有效性。
关 键 词: 应用数学;二层规划;卡罗需库恩塔克条件;广义简约梯度;下降方法
Title: A new computational method for a class of nonlinear bilevel programming by use of GRG
Author: HUANG Yinzhu, ZHANG Shenggui
Organization: School of Mathematics and Computer Science, Fujian Normal University
Abstract: This paper discusses a class of nonlinear bilevel programming in which the second level is convex. The bilevel programming is transformed into a single nonlinear programming by replacing the second level with its KKT condition, and with the help of general reduced gradient (GRG), a simple descent algorithm is given for it. The computational results of the examples show the feasibility and efficiency of the algorithm.
Key words: applied mathematics; bilevel programming; Karush-Kuhn-Tucker condition; general reduced gradient; descent direction
发表期数: 2010年1月第1期
引用格式: 黄银珠,张圣贵. 利用GRG解一类非线性二层规划[J]. 中国科技论文在线精品论文,2010,3(1):28-33.
 
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