针对一类二层规划问题,通过建立对偶定理并利用精确罚函数法和调节熵函数将其近似转化为无约束可微优化问题.建立了相关算法,讨论了算法的收敛性,给出了数值算例,证明算法是有效和可靠的.
In this paper, a class of bilevel programming problem was converted approximately into a differentiable unconstrained optimization problem through the establishment of the duality theorem and the use of exact penalty function method and adjustable entropy function. And corresponding algorithm was set up, and the convergence of the algorithm was discussed. The algorithm is proved effective and reliable with a given numerical example.