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ActivdeSet

于 2009-10-05 发布 文件大小:1KB
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  有效集法利用数学规划的对偶理论,将所求双层规划转化为一个下层只有一个无约束凸二次子规划的双层规划问题.然后根据两个双层规划的最优解和最优目标值之间的关系,提出一种简单有效的算法来解决非增值型凸二次双层规划问题.(Quadratic Bilevel Programming  )

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ActivdeSet.m

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