The Approximate Algorithm of Global Optimization for a Sort of Nonlinear Bilevel Mixed Integer-programming Problem

Lei LI;Chun Feng WANG;Chun Xian TENG

Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (4) : 19-25.

PDF(187 KB)
PDF(187 KB)
Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (4) : 19-25. DOI: 10.12011/1000-6788(2002)4-19
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The Approximate Algorithm of Global Optimization for a Sort of Nonlinear Bilevel Mixed Integer-programming Problem

  • Lei LI(1)(2),Chun Feng WANG(1),Chun Xian TENG(2)
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Abstract

In this paper, a sort of nonlinear bilevel mixed integer\|programming problem is discussed. It is established on nonlinear bilevel mixed integer\|programming basis of theory and algorithm in nonlinear mixed integer\|programming. We approached the algorithm solving mixture integer\|programming with simulated annealing algorithm for upper\|level programming, and applied interior penalty function method for lower\|level. It is evidenced this algorithm is effectual in operation actually.

Key words

bilevel mixed integer\|programming / simulated annealing / interior penalty function method

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Lei LI , Chun Feng WANG , Chun Xian TENG. The Approximate Algorithm of Global Optimization for a Sort of Nonlinear Bilevel Mixed Integer-programming Problem. Systems Engineering - Theory & Practice, 2002, 22(4): 19-25 https://doi.org/10.12011/1000-6788(2002)4-19
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