双层优化
单纯形算法
线性规划
数学
数学优化
十字交叉算法
简单(哲学)
修正单纯形法
线性分式规划
算法
基础(线性代数)
集合(抽象数据类型)
计算机科学
最优化问题
认识论
几何学
哲学
程序设计语言
出处
期刊:Optimization
[Taylor & Francis]
日期:1987-01-01
卷期号:18 (3): 373-385
被引量:72
标识
DOI:10.1080/02331938708843247
摘要
In the Paper an algorithm for the linear bilevel programming problem is offered which applies mainly the ususal simplex method with and additional rule for including slack variables into the basis. The algorithm bases on the full description of the feasible set in a neighbourhood of a feasible point. This description is obtained using the theory of subradients as well as the concept of “active constraints”. The result is an algorithm which seems to be easier to implement as other published procedures also based on theorem that every solvable linear bilevel programming problem has a basic solution.
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