A penalty function method based on Kuhn-Tucker condition for solving linear bilevel programming
A penalty function method based on Kuhn-Tucker condition for solving linear bilevel programming
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DOI：
10.1016/j.amc.2006.10.045
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发表时间：
2007-05
期刊：
影响因子：
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通讯作者：
Yibing Lv;T. Hu;Guangmin Wang;Z. Wan
中科院分区：
文献类型：
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作者：
Yibing Lv;T. Hu;Guangmin Wang;Z. Wan
利用下层问题的库恩-塔克最优性条件，将线性二层规划问题转化为相应的单层规划问题。下层问题的互补性和松弛性条件附加到上层目标上，并带有惩罚。然后将线性二层规划问题分解为一系列线性规划问题，利用线性规划方法求出线性二层规划的最优解。
Using the Kuhn–Tucker optimality condition of the lower level problem, we transform the linear bilevel programming problem into a corresponding single level programming. The complementary and slackness condition of the lower level problem is appended to the upper level objective with a penalty. Then we decompose the linear bilevel programming into a series of linear programming problems and get the optimal solution of the linear bilevel programming using linear programming method.