用多面体约束集求解二层问题

Journal of Applied and Numerical Optimization Pub Date : 1900-01-01 DOI:10.23952/jano.1.2019.3.04

Andreas Löhne, D. Dörfler, Alexandra Rittmann, Benjamin Weißing

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引用次数: 0

摘要

．本文研究了双层规划与多面体投影问题之间的关系。扩展了F¨ul¨op的一个众所周知的结果，我们证明了解决具有多面体约束的双层问题相当于在相关多面体投影问题的某些方面上优化上层目标。利用这个结果，我们展示了如何计算这类双层问题的解。

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Solving bilevel problems with polyhedral constraint set

. In this paper, we study the relationship between bilevel programmes and polyhedral projection problems. Extending a well-known result by F¨ul¨op, we show that solving a bilevel problem with polyhedral constraints is equivalent to optimise the upper level objective over certain facets of an associated polyhedral projection problem. Utilising this result, we show how solutions to such bilevel problems can be computed.

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Journal of Applied and Numerical Optimization

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