非线性两级整数规划问题的最优化方法-中国科技论文在线.PDF

第36卷 第4期 天 津 大 学 学 报 Vo1．36 No．4 2003年7月 Journal of Tianjin University Ju1．2003 非线性两级整数规划问题的最优化方法 宿伟玲 ，郑丕谔 ，李 彤 (1．天津大学管理学院，天津300072；2．大连大学工商管理学院，大连116622) 摘 要：针对非线性两级整数规划的求解问题，给出了一种最优化求解方法．即将其上级规划转化为非线性连续型 规划问题后，采用模拟退火算法求出最优解；其对应的下级规划问题采用模拟退火整数算法求解．通过算例的实际 运算，取得了令人满意的结果，证明该最优化求解方法是可行且有效的． 关键词：非线性两级整数规划；连续化；模拟退火算法 中图分类号：C931．1 文献标识码：A 文章编号：0493-2137(2003)04-0512-06 A Global Optimization Method for Nonlinear Bilevel Integer Programming SU Wei．1ing ，ZHENG Pi．e ，LI Tong (1．School of Management，Tianjin University，Tianjin 300072，China； 2．College of Business Administration，Dalian University，Dalian 1 16622，China) Abstract：A nonlinear integer bilevel programming is well tackled by a new global optimization method proposed herein．The proposed method is performed within a two-level frame．The upper-level problem is first continual- ized，and the continualized problem is then solved using the simulated annealing algorithm．Meanwhile given the information from the upper level，the lower level programming is easily solved after being changed into a non·constrained optimization problem with the help of a discrete searching technique．The resultant solution from the proposed method is the global optimum．The new method is finally demonstrated by a numerical exam- pie，with solution satisfied and the method well verified． Keywords：nonlinear bilevel integer programming；continualization；simulated annealing algorithm 非线性整数规划问题是当今最优化问题研究的 min ，Y)