几类递阶决策问题的性质与算法-运筹学与控制论专业论文.docxVIP

曲阜师范大学硕士学位论文 曲阜师范大学硕士学位论文 l l ? 几类递阶决策问题的性质与算法 摘要 随着人类社会的发展，实际问题规模越来越大，结构越来越复杂，主从递 阶决策模型正是近年发展起来的对复杂系统进行描述的优化模型.本文主要对 几类主从递阶决策问题进行了探讨，共分四章.在第一章介绍了递阶决策问题 的特征、起源、研究现状、以及本文研究的设想和方法.第二章利用分式对偶理 论和 Kuhn-Tucker 条件，给出了双层线性分式规划的最优性条件事并且设计出 行之有效的算法.第三章基于线性-二次双层规划可行域的分段线性性，以及 上层目标的线性性，利用 Kth-Best 思想设计出了非常有效的算法，并且用算 例进行了验证.第四章基于多目标线性规划有效解的概念，利用 Kuhn币lcker 条件，把双层多目标规划单层化，借助对偶理论证明了双层多目标规划的最优 解可以在与可行坡有关的一个新的多面体的极点可达，进而设计出了算法. 关键词 双层线性分式规划，线性-二次双层规划，双层多目标规划，有效解，对 偶理论 曲阜师范大学硕士学位论文 曲阜师范大学硕士学位论文 11 11 . PROPERTIES AND ALGORITHMS OF SOME BILEVEL PROGRAMMING PROBLEMS ABSTRACT With the development of society，the scale of the practical problems be- comes larger and larger and the structure of them is more and more complex. It is the multilevel programming problem that describes the complex system and has developed recent years. 1n this thesis ，several special kinds of bilevel programming problems are mainly studied. There are four chapters. In the first chapter，the content，definition ，features and development of the multilevel programming problems are introduced simply，and the plans and the methods of the following chapters for the three special kinds of bilevel programming problems 缸e also mentioned. 1n the second chapter) bilevel line缸 fractional progr创nming problem ，in which the constraint region is polyhedr a1，is discussed. Several optima1ity con- ditions are derived based on dual fractional program and Kuhn-Tucker condi- tions. An efficient method is given with the help of the PCP algorithm. 1n the third chapter，linearquadratic bilevel programming problem is studied. The very efficient algorithm is proposed b槌ed on that the inducible region is piecewise line缸 and that the upper objective is linear. A new algo- rithm which is very e筋cient is proposed with the help of the kth-best algorithm. Furthermore ，a numerical example is given to highlight the results. In the last chapter ，bilevel multiobjective line缸 programming problem is studied. Based on the definition of multio