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双层优化(领导者-跟随者)

双层优化是一类数学规划问题,其中一个优化问题嵌套在另一个问题之内。上层(领导者)问题在其目标函数上进行优化,其约束条件包含一个下层(跟随者)问题的解。该框架由Jonathan Bard于1998年全面形式化,它模拟了层级决策过程,其中领导者预见并考虑跟随者理性反应。

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双层优化(领导者-跟随者)
整数规划非线性规划鲁棒优化

来源

  1. Bard, J. F. (1998). Practical Bilevel Optimization: Algorithms and Applications. Kluwer Academic Publishers. ISBN: 978-0-7923-5458-7
  2. Colson, B., Marcotte, P., & Savard, G. (2007). An overview of bilevel optimization. Annals of Operations Research, 153(1), 235–256. DOI: 10.1007/s10479-007-0176-2

如何引用本页

ScholarGate. (2026, June 2). Bilevel Optimization (Leader-Follower). ScholarGate. https://scholargate.app/zh/optimization/bilevel-optimization

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ScholarGateBilevel Optimization (Bilevel Optimization (Leader-Follower)). 于 2026-06-15 检索自 https://scholargate.app/zh/optimization/bilevel-optimization · 数据集: https://doi.org/10.5281/zenodo.20539026