USING BRANCH-AND-BOUND TO SOLVE BI-LEVEL GEOMETRIC-PROGRAMMING PROBLEMS - A NEW OPTIMIZATION MODEL

被引：4
|
作者：
SEGALL, RS
机构：
[1] Department of Mathematics, University of New Hampshire, Durham, NH
来源：
APPLIED MATHEMATICAL MODELLING | 1990年 / 14卷 / 05期
关键词：
bi-level programming; branch-and-bound; geometric programming;
D O I：
10.1016/0307-904X(90)90018-Z
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
This paper presents a new nonlinear optimization model that is both geometric and bi-level. These models are a special case of multistage optimization problems and are named bi-level geometric programming (BLGP) problems. These problems are not necessarily convex and thus are not solvable by standard nonlinear programming techniques. Optimality conditions for BLGP are presented as well as an algorithm based on the method of branch-and-bound to implicitly enumerate all the combinations for the complementary slackness conditions. © 1990.
引用
收藏
页码：271 / 274
页数：4
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