| 一类线性-二次双层规划问题的解法 |
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| 引用本文： | 刘国志.一类线性-二次双层规划问题的解法[J].辽宁石油化工大学学报,1998(2). |
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| 作者姓名： | 刘国志 |
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| 作者单位： | 抚顺石油学院基础课教学部 |
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| 摘 要： | 利用广义逆矩阵理论来研究线性－二次双层规划的求解问题。利用正定二次规划解的唯一性，首先把具有等式约束的线性－二次双层规划问题转化为容易求解的线性规划问题来求解，进而把等式约束问题推广到不等式约束上来。给出了一些线性－二次双层规划解的最优性条件和求解线性－二次双层规划解的算法。这些最优性条件丰富了非线性双层规划的理论，而其求解算法为求解实际问题提供了有利的工具。
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| 关 键 词： | 多层规划 最优化 广义逆矩阵 |
Linear-Quadratic Bilevel Programming |
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| Abstract: | Seceral optimal conditions are derived for linear-quadratic bilevel programming problems in which the main objective function is linear but the other is quadratic. These conditions extend and refine some known results in multilevel programming. An algorithm for solving linear-quadratic bilevel programs is also presented. Which is based on that a linear-quadratic bilevel program can be reformulated as a linear optimization problem. |
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| Keywords: | Multilevel programming Optimality Generalized converse matrix |
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