Genetic algorithm based on simplex method for solving linear-quadratic bilevel programming problem

被引：47
|
作者：
Wang, Guangmin [1 ]
Wan, Zhongping [2 ]
Wang, Xianjia [3 ]
Lv, Yibing [4 ]
机构：
[1] China Univ Geosci, Sch Econ & Management, Wuhan 430074, Peoples R China
[2] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
[3] Wuhan Univ, Inst Syst Engn, Wuhan 430072, Peoples R China
[4] Yangtze Univ, Sch Informat & Math, Jinzhou 434102, Peoples R China
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2008年 / 56卷 / 10期
基金：
中国国家自然科学基金;
关键词：
The linear-quadratic bilevel programming problem; Genetic algorithm; Simplex method; Fitness value;
D O I：
10.1016/j.camwa.2008.05.006
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The bilevel programming problems are useful tools for solving the hierarchy decision problems. In this paper, a genetic algorithm based on the simplex method is constructed to solve the linear-quadratic bilevel programming problem (LQBP). By use of Kuhn-Tucker conditions of the lower level programming, the LQBP is transformed into a single level programming which can be simplified to a linear programming by the chromosome according to the rule. Thus, in our proposed genetic algorithm, only the linear programming is solved by the simplex method to obtain the feasibility and Fitness value of the chromosome. Finally, the feasibility of the proposed approach is demonstrated by the example. Crown Copyright (C) 2008 Published by Elsevier Ltd. All rights reserved.
引用
收藏
页码：2550 / 2555
页数：6
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