基于层次粒子群算法的非线性双层规划问题求解策略

被引:19
作者
李昌兵
杜茂康
付德强
机构
[1] 重庆邮电大学经济管理学院管理工程系
关键词
层次粒子群算法; 双层非线性规划; 约束优化;
D O I
暂无
中图分类号
F252 [物资流通]; O221.2 [非线性规划];
学科分类号
1201 ; 1202 ; 020205 ; 070105 ;
摘要
在交通与物流网络系统规划中的许多决策问题可以归结为双层规划模型,这类问题大多属于非凸优化问题.现有算法要么难以获得全局最优解,要么在解决大规模问题时存在算法复杂度及计算效率问题.本文基于进化博弈及多目标优化非支配排序的思想设计了层次粒子群算法,通过两个粒子群算法的交互迭代来模拟决策者之间的博弈寻优过程,从而获得使各方利益最大化的双层规划问题的最优解.最后通过测试函数验证算法的有效性.
引用
收藏
页码:2292 / 2298
页数:7
相关论文
共 9 条
[1]   An inexact-restoration method for nonlinear bilevel programming problems [J].
Andreani, R. ;
Castro, S. L. C. ;
Chela, J. L. ;
Friedlander, A. ;
Santos, S. A. .
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2009, 43 (03) :307-328
[2]  
Interactive fuzzy goal programming approach for bilevel programming problem[J] . S.R. Arora,Ritu Gupta.European Journal of Operational Research . 2008 (2)
[3]   An overview of bilevel optimization [J].
Colson, Benoit ;
Marcotte, Patrice ;
Savard, Gilles .
ANNALS OF OPERATIONS RESEARCH, 2007, 153 (01) :235-256
[4]  
Chaos gray-coded genetic algorithm and its application for pollution source identifications in convection–diffusion equation[J] . Xiaohua Yang,Zhifeng Yang,Xinan Yin,Jianqiang Li.Communications in Nonlinear Science and Numerical Simulation . 2007 (8)
[5]  
A hybrid neural network approach to bilevel programming problems[J] . Kuen-Ming Lan,Ue-Pyng Wen,Hsu-Shih Shih,E. Stanley Lee.Applied Mathematics Letters . 2006 (8)
[6]  
Optimality conditions for bilevel programming problems[J] . S. Dempe,J. Dutta,S. Lohse.Optimization . 2006 (5-6)
[7]  
Optimal parameter estimation for Muskingum model based on Gray-encoded accelerating genetic algorithm[J] . Jianjun Chen,Xiaohua Yang.Communications in Nonlinear Science and Numerical Simulation . 2005 (5)
[8]  
Bilevel programming: A survey[J] . Benoít Colson,Patrice Marcotte,Gilles Savard.4OR . 2005 (2)
[9]  
A gray-encoded, hybrid-accelerated, genetic algorithm for global optimizations in dynamical systems[J] . Xiaohua Yang,Zhifeng Yang,Gui-hua Lu,Jianqiang Li.Communications in Nonlinear Science and Numerical Simulation . 2004 (4)