广义半无限最小最大规划的等价重表述

2008 ISECS International Colloquium on Computing, Communication, Control, and Management Pub Date : 2008-08-03 DOI:10.1109/CCCM.2008.196

Jinchuan Zhou, Mei-xia Li, Wenling Zhao, Xiuhua Xu

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引用次数: 0

摘要

通过求解底层规划的摄动问题，导出了广义半无限最小最大规划的新的等价重表述。在此基础上，我们得到了低级规划的精确惩罚表示，这使得我们可以通过一类精确惩罚函数将(GSSMP)转化为标准的半无限规划问题(SMMP)，这些精确惩罚函数不仅包括[9]中使用的函数，还包括一些光滑的精确惩罚函数作为特例。这一事实使得使用任何可用的标准半无限优化算法求解(GSMMP)成为可能。

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Equivalent Reformulations of Generalized Semi-infinite Min-Max Programming

New equivalent reformulations of generalized semi-infinite min-max programming (GSMMP) is derived by addressing the perturbed problem of the lower-level programming. Based on these, we obtain an exact penalty representations for the lower-level programming, which allows us to convert (GSSMP) into the standard semi-infinite programming problems (SMMP) via a class of exact penalty functions, including not only the function used in [9] but also some smooth exact penalty functions as special cases.This fact makes it possible to solve (GSMMP) by using any available standard semi-infinite optimization algorithms.

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2008 ISECS International Colloquium on Computing, Communication, Control, and Management

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