应用数学2012,Vol.25Issue(2):467-474,8.
一种改进的双层规划内点算法
An Improved Interior-point Algorithm for Bilevel Linear Programming
摘要
Abstract
The paper presents an interior bilevel linear programming (BLP) algorithm that is based on a variant of the KMY algorithm.In contrast to the current simplex-based BLP algorithms,moving through the interior of the constraint polytope in our proposed algorithm results in a solution approach that is quite different and less sensitive to problem size,so providing the potential to dramatically improve the practical computation effectiveness.关键词
线性双层规划/原对偶势下降算法/有效解集/有效锚点/多目标线性规划Key words
Bilevel linear programming/Primal-dual potential-reduction algorithm/Efficient solution set/Efficient anchoring points/Multiple objective linear programming分类
数理科学引用本文复制引用
祝彦成,王文波..一种改进的双层规划内点算法[J].应用数学,2012,25(2):467-474,8.基金项目
Supported by the China Nature Science Foundation(41071270),the Natural Science Fund of Hubei Province(2010CDB03305),the Open Fund of Hubei Province Key Laboratory of Systems Science in Metallurgical Process (C201007),the Wuhan Chenguang Program (201150431096),and the Open Fund of State Key Laboratory of Satellite Ocean Environment Dynamics(SOED1102) (41071270)