摘要
研究了一类非线性二层多目标规划问题的求解方法.首先利用下层问题的K-T最优性条件,将其转化为带互补约束的多目标优化问题,其次将互补条件作为罚项,构造相应的罚问题,然后利用主要目标法求解该罚问题,最后以相关实例给出了算法的具体实现过程.计算结果表明所设计的主要目标法对该类二层多目标规划问题是可行的.
In this paper ,we study the method for solving a class of nonlinear bilevel multi‐objective pro‐gramming problems .First ,the original problem is transformed into a multi‐objective programming prob‐lem with complementary constraint by replacing the lower level problem with its Kuhn‐Tucker optimality condition .Then ,the complementary condition is appended to the objectives of the upper level as a penalty term ,and a corresponding penalized problem is obtained .After that ,the penalized problem is solved with the main target method .Finally ,the specific implementation process of the algorithm is given through a numerical example .The numerical result shows that the proposed main target method is feasible for sol‐ving such nonlinear bilevel multi‐objective programming problems .
出处
《西南大学学报（自然科学版）》
CAS
CSCD
北大核心
2016年第1期109-115,共7页
Journal of Southwest University(Natural Science Edition)
基金
国家自然科学基金资助项目(11201039)
关键词
非线性二层多目标规划
最优性条件
罚函数
主要目标法
nonlinear bilevel multi-objective programming
optimality condition
penalty function
main target method
