摘要
Bilevel programming problems are of growing interest both from theoretical and practical points of view.In this paper,we study a pessimistic bilevel programming problem in which the set of solutions of the lower level problem is discrete.We first transform such a problem into a single-level optimization problem by using the maximum-entropy techniques.We then present a maximum entropy approach for solving the pessimistic bilevel programming problem.Finally,two examples illustrate the feasibility of the proposed approach.
Bilevel programming problems are of growing interest both from theoretical and practical points of view.In this paper,we study a pessimistic bilevel programming problem in which the set of solutions of the lower level problem is discrete.We first transform such a problem into a single-level optimization problem by using the maximum-entropy techniques.We then present a maximum entropy approach for solving the pessimistic bilevel programming problem.Finally,two examples illustrate the feasibility of the proposed approach.
基金
Supported by the National Natural Science Foundation of China(11501233)
the Key Project of Anhui Province University Excellent Youth Support Plan(gxyq ZD2016102)
