二层多随从线性规划的基本性质和算法.pdfVIP

ABSTRACT A model of bilevel programming was introduced by Von Stackelberg in 1952 §and the bilevel linear programming can handle very availably actual decentralized manage- ment system . In this paper , a model of a linear bilevel programming problem with multiple followers(MFBLP) is proposed . Under the assumption that the constrained set is bounded and nonempty , we discussed the geometric properties of the feasible set for MFBLP model and optimality conditions of MFBLP . And we proved that the feasible set is composed of the union of the faces of the constrained set and is a weak quasi-convex set , and we obtained two sufficient and necessary conditions about the optimality condition of MFBLP problem by duality theory . Finally , we design a finer algorithms for the MFBLP problem by using these geometric properties and optimality conditions of MFBLP in this paper . By analyzing example , we know that the theory and algorithm is legitimacy . This paper is divided into 5 sections . The first chapter contains the history , development and actuality of multilevel programming . In section 2 , we introduce some concepts and results which we’ll use in the sequel . In section 3 , we introduce a model of MFBLP and some backgrounds . With the assumption that constraint sets are nonempty and bounded , we studied the geometric properties of feasible sets and the optimality conditions of MFBLP . The results we obtained lay a foundation for solving this kind of problem . In section 4 , we propose an algorithm and some numer- ical experiments . Finally , we present an outline of the article and some prospects in the field . Keywords: Bilevel linear programming ; Duality theory ; Optimality condition ; Multiple followers . II ‰ŒÆ