基于可信度法求解区间双层线性规划问题

摘要

采用区间数可信度方法,给出区间双层线性规划问题可行域和最优解的概念,并利用单层与双层规划最优值区间方法和极大极小算子,构建区间双层线性规划问题的确定等价模型.数值算例结果表明该方法有效.%Using the credibility method for interval numbers,the author gave the concepts of the feasible region and the optimal solution for the interval bilevel linear programming problem.By means of the optimal value interval methods of single level and bilevel programming as well as max-min operator,the author constructed a deterministic equivalent model for the interval bilevel linear programming problem.A numerical example result show that the method is effective.