|
| 摘要: |
| 本文研究了一类带等式和不等式约束的双层规划问题,首先利用下层问题的KKT条件将双层规划转化为单层约束规划问题;其次结合罚函数法, 构造了一种新的填充函数, 并探讨了它的性质;最后基于构造的填充函数, 获得了一种求解双层规划问题的填充函数法,并通过数值实验说明了该算法的可行性. |
| 关键词: 双层规划 单层约束规划 罚函数法 填充函数 KKT条件 |
| DOI： |
| 分类号:O224 |
| 基金项目:国家自然科学基金资助(11401450; 11401126). |
|
| A FILLED FUNCTION METHOD FOR SOLVING BI-LEVEL PROGRAMMING PROBLEMS |
|
YUAN Liu-yang,LI Qing
|
| Abstract: |
| This paper studies a type of bi-level programming problem with equality and inequality constraints. Firstly, the KKT condition of the lower problem is used to convert the bi-level programming into a single-level constraint programming problem; secondly, a new filled function is constructed by combining the penalty function method. And we discussed its properties; finally, based on the constructed filled function, a filled function method for solving bi-level programming problems is obtained, and the feasibility of the algorithm is demonstrated through numerical experiments. |
| Key words: bi-level programming single-level constrained programming penalty function method filled function KKT condition |
