两类非线性二层规划的理论与算法研究-应用数学专业论文.docxVIP

福建师范大学黄银珠硕士学位论文Abstract 福建师范大学黄银珠硕士学位论文 Abstract In this article，we disscuss the optimal solutions and solving algorithms for the nonlinear bilevel programming．This paper mainly consists of two pm。ts．In the first part，motivated by the DC programming，we consister a class of nonlinear bilevel programs in which the objective function in the first level is a DC function aud the second level consists of a set of KKT points of a quadratic programming．By combining DCA and Zoutendijk Feasible Direction Method．an algorithm is given for and the computational results of the examples show the feasibility and efficiency of the algorithm． In the second part，we give two algorithms for nonlinear bilevel programming with convex lower level problems．As we know，when the second level is convex， it can be changed into single-level mathematical program by means of KKT con- ditions．With the help of penalty technique，we propose an auxiliary single-level mathematical program which satisfies the linear independence constraint qualifica- tion，and we present a new algorithm and prove its global convergence under some assumptions．We give a numerical example to illustrate feasibility of the algorithm． Using General Reduced Gradient(GRG)，we give another simple algorithm for the nonlinear bilevel programming with convex lower level problems． Keywords：nonlinear bilevel programming，DCA，Zoutendijk Feasible Direc- tion Method，KKT conditions，penalty technique，global convergence，General Re- duced Gradient． II .. .... l d 4 福建师范大学黄银珠硕士学位论文中文文摘 福建师范大学黄银珠硕士学位论文 中文文摘 本文主要探讨两类特殊的非线性二层规划问题的求解算法，文章的结构安排如 下． 绪论部分概括了目前国内外关于二层规划问题的研究情况和主要成果，指出非 线性二层规划的数学模型有着广泛的实际应用背景和重要的理论意义． 第1章研究一类特殊的非线性二层规划问题，该问题的上层目标函数是DC函 数，下层是求一个二次规划问题的KKT点．其模型为： min，(z，Y) s．t．Ax+By十c≤0 X≥0，Y≥0 Y∈K(z) 其中，孑Jl一如：舒-X舒。_冗是DC函数， ^：舒1×／p2一冗和如： 舒t X舒。_R都是凸函数，且^是可微的；A，B分别为m×佗l，m×?22实矩 阵，c∈jp．对于给定的z∈舻-，K@)是下列问题的所有KKT点构成的集合． min厂P计壹可TQy+qTy (4) s．t．Dx+Ey+b≤0 其中P，Q，D，E分别为rt2 x n1，n2×It2，P X nl，P X礼2实矩阵，q∈j沙2，b∈舒． 不失一般性，可设Q为对称阵． ’ k 在第一节中，我们简单地描述了DC