本文研究了一类线性二层多目标规划(上层为单目标、下层为多目标)"悲观最优解"的求解问题.利用罚函数方法给出了该类问题"悲观最优解"的存在性定理,证明了罚函数的精确性,同时设计了相应的罚函数算法.数值结果表明所设计的罚函数方法是可行的.
In this paper, we are concerned with a class of linear bilevel multi-objective pro- gramming problem, where the upper level is single objective and the lower level is multi-objective. For such problem, we give via an exact penalty method an existence theorem of "pessimistic solutions" . Then, we propose an algorithm for this problem and analyse the convergence of the algorithm. The numerical result shows that the penalty algorithm is feasible.