- 作者: 徐樹滋; 溫于平
- 作者服務機構: 國立清華大學工業工程研究所
- 中文摘要: 分權式決策方法長久以來一直受到重視。在一個階層式的管理結構內,位於不同階層的決策者的目標經常各自獨立,甚至相互衝突。多階規劃就是用來解決這種分權式決策的數學規劃模型。各階層分別控制一些決策變數,在某一階層的決策者有其自己的目標函數及可行解域,但會受到其他階層之影響。 在過去十年間,一種多階規劃模型之特殊形式-線型二階規劃問題-發展得非常快速。本文將對線型二階規劃問題之基本模型及解題技術作一回顧性探討,我們將討論以下數點:1.問題之源起,2.問題之描述與定義,3.問題之特徵,4.目前解題之方法,5.應用領域,以及6.相關模型與未來研究方向。
- 英文摘要: Decentralized planning has long been recognized as an important decision making problem. Plannersare often arranged within a hierarchical administrative structure, each with independent, and perhaps con-flicting objectives. Multilevel programming is characterized as a mathematical programming model to solvethe decentralized planning problem. The decision variables are partitioned among ordered levels. A plannerat one level of the hierarchy may have his own objective function and decision space, but may beinfluenced by other levels. During the last ten years, a special case of the multilevel programming model, the linear bilevelprogramming (BLP) problem, has been one of the fastest developing areas of the mathematical programm-ing problem. This paper attempts to review the basic models and techniques for linear BLP problems. Itpresents: 1. the initiation of the problem, 2. the state of the problem, 3. the characterizations of the problem, 4. the existing solution approaches, 5. the areas for application, and 6. the related models and areas for further research.
- 中文關鍵字: multilevel programming; decentralized planning; mathematical models; solution techniques
- 英文關鍵字: --