基于层次粒子群算法的非线性双层规划问题求解策略.pdfVIP

第 33卷第 9期 2013 年 9 月 系统工程理论与实践 Systems Engineering ~ Theory Practice 文章编号: 1000-6788(2013)09-2292-07 中图分类号 0221 文献标志码 A 基于层次粒子群算法的非线性双层规划问题求解策略 李昌兵?杜茂康，付德强 (重庆邮电大学经济管理学院管理工程系，重庆 400065) Vo1.33, No.9 Sept. , 2013 摘要在交通与物流网络系统规划中的许多决策问题可以归结为双层规划模型，这类问题大多属 于非凸优化问题.现有算法要么难以获得全局最优解，要么在解决大规模问题时存在算法复杂度及 计算效率问题.本文基于进化博弈及多目标优化非支配排序的思想设计了层次粒子群算法，通过两 个粒子群算法的交互迭代来模拟决策者之间的博弈寻优过程，从而获得使各方利益最大化的双层 规划问题的最优解.最后通过测试函数验证算法的有效性. 关键词层次粒子群算法;双层非线性规划;约束优化 Solution strategy for bi-level nonlinear programming problem based on hierarchical particle swarm optimization L1 Chang-bing, DU Mao-kang, FU De-qiang (Department of Management E吨meen吨， Faculty of Management and Economics , Cho吨qi吨 University of Post and Telecommunication, Chongqi吨 400065 ， China) Abstract Many decision-making problems in traffic and logistics network system planning can be formu- lated ωbilevel programming models , which are intrinsically nonconvex and existing algorithms are either difficult to obtain the global optimal solution or to solve large scale problems with the complexity and efficiency issues. In this paper, based on the idea of evolution game and multi-objective optimization non- dominated sort , a hierarchical particle swarm algorithm for the model has been designed , by the interaction of two particle swarm algorithm iterations to simulate the interaction between policy-makers during the game searching, and to obtain the optimal solution of bilevel programming problems, in order to maximize the interests of all parties. Finally, the application of the model and its algorithm are illustrated with test function. Keywords hierarchical particle swarm optimization; bilevel nonlinear programming; constrained opti- mization 1 51言 在交通与物流网络系统规划与管理决策问题中?物流服务的提供者与管理部门要根据用户的反映决定最 优运作规划、服务质量水平和控制策略.而用户又根据物流的运作水平、服务质量和控制策略从自身角度出 发以最优方式选择自己所需的服务此类问题属于 Leader-Follower 博弈或者 Stackelberg 博弈，服务提供者 与管理者是 Leader，用户属于 Follower. 此类博弈问题可以用双层规划 (bilevel programming, BLP) 模型来 描述.上层规划问题代表决策者的决策行为，下层问题代表用户针对管理者的决策行为做出的