两类带区间系数分式双层规划问题的遗传算法-运筹学与控制论专业论文.docxVIP

万方数据 万方数据 两类带区间系数分式双层规划问题的遗传算法 中文摘要 在大多数实际问题中,由于存在客观的或人为的不确定性，这导致讨论的问 题往往是不确定的，这类问题称为不确定优化问题，其中带区间系数的优化问题 便是其中之一. 双层规划是一类具有递阶结构的优化问题，它由上下两个优化问 题构成，其中上下层问题都拥有各自的约束条件、决策变量和目标函数.其中上 层问题由上层变量和下层变量决定，下层问题由下层变量决定，但是以上层变量 作为参数.由于问题的复杂性，对于目标函数系数是区间数的双层规划问题,可见 的文献很少.本文讨论了两类带区间系数的线性分式双层规划，设计了求解相应 问题最优解的遗传算法. 1、针对一类上层为线性规划、下层为线性分式规划的区间系数双层规划问 题，提出了一种基于系数取值区间搜索的遗传算法.首先，对下层目标系数进行 个体编码，使得对每一编码个体，原问题被转化为确定的双层规划问题；其次， 利用分式规划的最优性条件求解所得确定性问题；最后，算法通过不断进化下层 目标系数找到最好最优解和最差最优解.数值仿真结果表明，该算法是可行有效 的. 2、针对上层为区间系数分式规划、下层为线性规划的一类双层规划问题， 提出了一种基于四个适应度评估函数的遗传算法.首先，利用上层系数区间的上 下端点将原问题转化成四个系数确定的分式双层规划问题；其次，利用四个确定 问题的特征和线性规划的最优性条件设计了一个基于四个目标函数评估的遗传 算法，通过该算法获得原问题的最好最优解和最差最优解.数值仿真结果表明， 该算法是可行有效的. 关键字：区间系数，分式双层规划，遗传算法，最优性条件，最优解 I Genetic algorithms for two classes of linear fractional bilevel programming problems with interval coefficients Abstract In many practical problems, because of uncertain factors, some indices are not clear or difficult to determine except for range or rule of values, which means that the problems are often uncertain. This kind of problems is called uncertainty optimization problems, and the optimization problem with interval coefficients is typical one of all uncertainty optimization problems. Bilevel programming is a kind of hierarchical optimization problem, consisting of upper level and lower level programs. Both the upper level and the low level problems have their own constraint conditions, decision variables and objective function. The upper level problem is decided by both the upper level variables and the lower variables, and the lower level problem is determined by the lower level variables with upper level variables as parameters. Because of the inherent complexity, the bilevel programming problem with interval objective coefficients is rarely considered in existing literature. This thesis discusses two types of linear fractional bilevel programs with interval coefficients, and designs genetic algorithms to solve the optimal solutions to corresponding problems, respec