数学物理学报 ›› 2011, Vol. 31 ›› Issue (3): 585-593.

• 论文 •    下一篇

用ε-精确罚函数方法求解非凹两层规划问题

李常敏1|朱道立2   

  1. 1.复旦大学管理学院 上海 200433|2.同济大学经济与管理学院 上海200092
  • 收稿日期:2009-05-08 修回日期:2010-06-10 出版日期:2011-06-25 发布日期:2011-06-25
  • 基金资助:

    国家自然科学基金(71071035)资助

ε-exact Penalty for Non-concave Bilevel Programming Problems

 LI Chang-Min1, ZHU Dao-Li2   

  1. 1.School of  |Management, Fudan University, Shanghai 200433|2.School of Economics and Management, Tongji University, Shanghai 200092
  • Received:2009-05-08 Revised:2010-06-10 Online:2011-06-25 Published:2011-06-25
  • Supported by:

    国家自然科学基金(71071035)资助

摘要:

求解两层规划问题通常的方法是值函数方法和KKT方法, 但是对于非凹两层规划问题, 这两种方法经常会失效. 该文针对非凹规划的情形,
通过引进ε -近似解, ε -误差界, 利用ε -精确罚函数得到ε-近似单层规划问题, 并且证明了其最优解趋近于原问题的最优解.

关键词: 非凹两层规划问题,  &epsilon, -误差界,  &epsilon, -精确罚函数法, 收敛性

Abstract:

The main tool in the present literature  to treat the bilevel programming problems (BLPP)  is the method of  KKT conditions and value function. However, for the non-concave case, neither  technique can  be applied. In this paper,  the authors introduce the notions of
ε-set, ε-error bounds, and use certain ε-uniform error bounds as ε-exact penalties to give single  level problems equivalent to the approximate BLPP. Furthermore, they show that any cluster of the approximate sequence is  the solution of the BLPP.

Key words: Non-concave bilevel programming problems,  ε-error bound,  ε-exact penalty, Convergence

中图分类号: 

  • 90C26