A SOLUTION METHOD FOR THE LINEAR STATIC STACKELBERG PROBLEM USING PENALTY-FUNCTIONS

被引：106

作者：

ANANDALINGAM, G ^{[1
]}

WHITE, DJ ^{[1
]}

机构：

[1] UNIV MANCHESTER,DEPT DECIS THEORY,MANCHESTER M13 9PL,LANCS,ENGLAND

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1990年 / 35卷 / 10期

关键词：

Decision Vector - Duality Gap - Leader's Objective - Linear Static Stackelberg Problem - Penalty Functions;

D O I：

10.1109/9.58565

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This note presents a new solution technique for the linear constrained static Stackelberg problem. The duality gap of the follower's problem is appended to the leader's objective with a penalty. This structure leads to the decomposition of the composite problem into a series of linear programs leading to an efficient algorithm. We prove that local optimality is reached for an exact penalty function and illustrate the method with some examples. © 1990 IEEE

引用

页码：1170 / 1173

页数：4

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