A QUASI-CONCAVE MINIMIZATION METHOD FOR SOLVING LINEAR 2-LEVEL PROGRAMS

被引：11

作者：

TUY, H ^{[1
]}

MIGDALAS, A ^{[1
]}

VARBRAND, P ^{[1
]}

机构：

[1] LINKOPING UNIV,DEPT MATH,S-58183 LINKOPING,SWEDEN

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 1994年 / 4卷 / 03期

关键词：

LINEAR 2-LEVEL PROGRAM; GLOBAL OPTIMIZATION; STACKELBERG GAME; QUASI-CONCAVE MINIMIZATION; BRANCH AND BOUND; OUTER APPROXIMATION; SUBDIVISION PROCEDURE;

D O I：

10.1007/BF01098360

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper the linear two-level problem is considered. The problem is reformulated to an equivalent quasiconcave minimization problem, via a reverse convex transformation. A branch and bound algorithm is developed which takes the specific structure into account and combines an outer approximation technique with a subdivision procedure.

引用

页码：243 / 263

页数：21

共 31 条

[1] AIYOSHI E, 1981, IEEE T SYST MAN CYB, V11, P44
[2] A SOLUTION METHOD FOR THE LINEAR STATIC STACKELBERG PROBLEM USING PENALTY-FUNCTIONS
ANANDALINGAM, G
WHITE, DJ
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1990, 35 (10) : 1170 - 1173
[3] Anandalingam G., 1992, ANN OPERATIONS RES, V34
[4] AN ALGORITHM FOR SOLVING THE GENERAL BILEVEL PROGRAMMING PROBLEM
BARD, JF
[J]. MATHEMATICS OF OPERATIONS RESEARCH, 1983, 8 (02) : 260 - 272
[5] A BRANCH AND BOUND ALGORITHM FOR THE BILEVEL PROGRAMMING PROBLEM
BARD, JF
MOORE, JT
[J]. SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1990, 11 (02): : 281 - 292
[6] BILEVEL LINEAR-PROGRAMMING
BENAYED, O
[J]. COMPUTERS & OPERATIONS RESEARCH, 1993, 20 (05) : 485 - 501
[7] BIALAS W, 1980, 802 STAT U NEW YORK
[8] 2-LEVEL LINEAR-PROGRAMMING
BIALAS, WF
KARWAN, MH
[J]. MANAGEMENT SCIENCE, 1984, 30 (08) : 1004 - 1020
[9] Blair C., 1992, Annals of Operations Research, V34, P13, DOI 10.1007/BF02098170
[10] A LINEAR 2-LEVEL PROGRAMMING PROBLEM
CANDLER, W
TOWNSLEY, R
[J]. COMPUTERS & OPERATIONS RESEARCH, 1982, 9 (01) : 59 - 76

← 1 2 3 4 →