JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2018, Vol. 53 ›› Issue (2): 9-17.doi: 10.6040/j.issn.1671-9352.0.2017.135

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Interval algorithm for mixed integer nonlinear two-level programming problems

  

  1. 1. College of Mathematics, China University of Mining and Technology, Xuzhou 221000, Jiangsu, China;
    2. New H3C Technologies Co. Ltd., Beijing 100085, China
  • Received:2017-03-31 Online:2018-02-20 Published:2018-01-31

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Abstract: The interval algorithm for a class of constrained mixed integer nonlinear two-level programming problems is discussed, in which the objective functions and constrained functions are in C1. Based on the penalty function method and constructing the interval extensions of two-level objective functions and introducing the test rules of region deletion, an interval algorithm for solving mixed integer nonlinear two-level programming problems is established. Experimentation upon numerical examples is performed. Both theoretical proof and numerical experiments show that the algorithm is reliable and effective.

Key words: nonlinear two-level programming, interval algorithm, penalty function, integer programming

CLC Number: 

  • O242.29
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