Abstract:

The interval algorithm for a class of unconstrained two-level programming problems is discussed, in which the objective functions are in C1. By way of constructing the interval extensions of the two-level objective functions and introducing the test rules of region deletion, an interval algorithm for solving unconstrained two-level programming problems is established, and experimentation upon the numerical examples is performed. Both theoretical proof and numerical experiments show that the algorithm is reliable and effective.

Key words:  two-level programming; interval algorithm; interval extension