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Application of a global optimization method to nonlinear bilevel integer programming

被引：0
|
作者：
Lei, L [1 ]
Teng, CX [1 ]
机构：
[1] Tianjin Univ, Inst Syst Engn, Tianjin 300072, Peoples R China
来源：
PROCEEDINGS OF 2002 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS I AND II | 2002年
关键词：
bilevel integer programming; continuity methods; filled function;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The algorithm for a class of nonlinear bilevel integer programming is discussed in this paper. It is based on the theory and algorithm for nonlinear integer programming. The continuity methods for integer programming are studied in this paper. After simulated annealing algorithm is applied to the upper-level programming problem and the thought of filled function method for continuous global optimization is applied to the corresponding lower-level programming, an approximate algorithm is established. The satisfactory algorithm is elaborated in the following example.
引用
收藏
页码：476 / 482
页数：7
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