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

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