Practical Bilevel Optimization: Algorithms and Applications
Practical Bilevel Optimization: Algorithms and Applications
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发表时间：
1998-12
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通讯作者：
J. Bard
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作者：
J. Bard
这本书的重点是双层规划，它结合了分层优化和博弈论的要素。基本模型解决了两个决策者，每个人都有自己的目标，以非合作的方式行动和反应的问题。一方的行动会影响另一方的选择和收益，但在传统意义上，任何一方都不能完全支配另一方。在过去的20年里，双层规划的理论和求解方法的研究一直在稳步增长。这种兴趣源于内在的复杂性和随之而来的挑战的基础数学，以及双层模型的适用性，许多现实世界的情况。本书的主要目的是提供一个关于算法开发的历史视角，并强调那些在同类中被证明是最有效的实现。一个必然的目标是提供一个应用程序的样本，以证明基本模型的多功能性和当前技术的局限性。这本书的独特之处在于它对理论、算法和实现问题的全面综合处理。这是第一个文本，提供了研究人员和从业人员如何解决双层程序的基本理解和在该领域取得了什么样的成功的观点。受众：包括管理科学家、运营研究人员、工业工程师、数学家和经济学家。
The focus of this book is on bilevel programming which combines elements of hierarchical optimization and game theory. The basic model addresses the problem where two decision-makers, each with their individual objectives, act and react in a noncooperative manner. The actions of one affect the choices and payoffs available to the other but neither player can completely dominate the other in the traditional sense. Over the last 20 years there has been a steady growth in research related to theory and solution methodologies for bilevel programming. This interest stems from the inherent complexity and consequent challenge of the underlying mathematics, as well as the applicability of the bilevel model to many real-world situations. The primary aim of this book is to provide a historical perspective on algorithmic development and to highlight those implementations that have proved to be the most efficient in their class. A corollary aim is to provide a sampling of applications in order to demonstrate the versatility of the basic model and the limitations of current technology. What is unique about this book is its comprehensive and integrated treatment of theory, algorithms and implementation issues. It is the first text that offers researchers and practitioners an elementary understanding of how to solve bilevel programs and a perspective on what success has been achieved in the field. Audience: Includes management scientists, operations researchers, industrial engineers, mathematicians and economists.