摘要
研究一类双层规划:第一层中的目标函数是非线性分式且约束是线性的,第二层是解可以不唯一的带参数的线性规划。利用等价的Kuhn-Tucker条件和凸分析理论给出这类非线性双层规划存在恰当罚函数的一个充要条件。与线性双层规划的有关结果相比较,该文在目标函数和所要求满足的条件两方面都有推广。
For a certain bilevel program where the objective function in the first level is nonlinear fractional and the constraints are linear inequalities, and the second level is a linear program with parameters, we propose an exact penalty reformulation. A necessary and sufficient condition is then presented for the bilevel problem to admit the exact penalty approach. As compared with the corresponding results in the linear bilevel programs, our generalizations are two- fold： the objective function and the condition that should be satisfied.
出处
《杭州电子科技大学学报（自然科学版）》
2006年第4期26-29,共4页
Journal of Hangzhou Dianzi University：Natural Sciences
关键词
恰当罚函数
双层规划
分式函数
极点
exact penalty function
bilevel programming
fractional function
extreme points
