二层多随从线性规划的基本性质及算法-运筹学与控制论专业论文.docxVIP

? ? 1952??Von Stackerberg ???出??层?②?????????????层? ???????论???????具????▲???层多?????②????? 束???????????论??????何???????????束????? →?????????凸?????好??何????⑤????②?对偶?论?论 ??层多?????②??????两?⑩?③???⑩后?⑤????出??层多 ?????②????何??和⑩?③???????????????④??通▲ 数⑦?析??②??论????和?④????? ?????章???章???多层?②?????展?②●???章????? ?????■????????????章????层多?????②?????? ????束???????????研???????何??和?层多?????② ?⑩?③?????决?????供??论?????章???出??决????? ?④?????数??析???章????????工???对?后??展?出?? ???④? ???: ?层???② ; 对偶?论 ; ⑩?③?? ; 多?? . 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 prop