本文研究了线性二层规划问题.利用下层问题的KKT最优性条件将其转化为一个具有互补约束的数学规划问题,提出了一种新的求解方法.该方法仅仅需要求解若干个双线性规划问题,便可以获得原问题的∈-全局最优解.最后,通过一个算例说明了所提出方法的可行性.
In this paper, we consider the linear bilevel programming problem. By using the Karush-Kuhn-Tucker (KKT) condition of the lower level problem, we transform it into a mathematical programming problem with complementarity constraints. Then, we present a new method, which gives a ∈-global optimal solution and requires only needs to solve a sequence of bilinear programming problems. Finally, an example illustrates the feasibility of the proposed method.