下层以最优值反应上层的两层线性规划

摘要

本文证明了下层以最优值反应上层的两层线性规划可转化为一线性Max-min问题,进而得出其与一双线性规划问题等价.基于此结论可以讨论这种特殊两层问题的几何性质、最优性条件及算法设计.%In this paper, it is drawn that the bilevel linear programming problem with the folower responding the marginal function to the leader can be reduced to a linear max-rin problem and also equivalent to a bilinear programming problem.