论文标题
具有线性较低级别问题的牛顿型方法，并应用于收费优化
Newton-type method for bilevel programs with linear lower level problem and application to toll optimization
论文作者
论文摘要
我们考虑了一个涉及左侧扰动线性较低级别问题的双重程序。然后，我们考虑了该问题的Karush-Kuhn-Tucker重新制定，然后通过部分确切的惩罚来通过线性约束来构建可拖动的优化问题。然后从后来的问题中生成一个半齿系统，并开发了牛顿型方法来解决它。最后，我们说明了在运输网络中最佳的电话设定问题上算法的收敛性和实际实现。
We consider a bilevel program involving a linear lower level problem with left-hand-side perturbation. We then consider the Karush-Kuhn-Tucker reformulation of the problem and subsequently build a tractable optimization problem with linear constraints by means of a partial exact penalization. A semismooth system of equations is then generated from the later problem and a Newton-type method is developed to solve it. Finally, we illustrate the convergence and practical implementation of the algorithm on the optimal toll-setting problem in transportation networks.
