Maximum entropy approach for solving pessimistic bilevel programming problems

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• 作者：Yue Zheng ; Xiangzhi Zhuo ; Jingxiao Chen
• 关键词：bilevel programming ; pessimistic formulation ; maximum entropy approach
• 刊名：Wuhan University Journal of Natural Sciences
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：22
• 期：1
• 页码：63-67
• 全文大小：
• 刊物类别：Mathematics and Statistics
• 刊物主题：Life Sciences, general; Materials Science, general; Computer Science, general;
• 出版者：Wuhan University
• ISSN：1993-4998
• 卷排序：22

文摘

Bilevel programming problems are of growing interest both from theoretical and practical points of view. In this paper, we study a pessimistic bilevel programming problem in which the set of solutions of the lower level problem is discrete. We first transform such a problem into a single-level optimization problem by using the maximum-entropy techniques. We then present a maximum entropy approach for solving the pessimistic bilevel programming problem. Finally, two examples illustrate the feasibility of the proposed approach.