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Maximum entropy approach for solving pessimistic bilevel programming problems

  • Mathematics
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Wuhan University Journal of Natural Sciences

Abstract

Bilevel programming problems are of growing interest both from theoretical and practical points of view. In this paper, we study a pessimistic bilevel programming problem in which the set of solutions of the lower level problem is discrete. We first transform such a problem into a single-level optimization problem by using the maximum-entropy techniques. We then present a maximum entropy approach for solving the pessimistic bilevel programming problem. Finally, two examples illustrate the feasibility of the proposed approach.

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Authors and Affiliations

  1. School of Management, Huaibei Normal University, Huaibei 235000, Anhui, China

    Yue Zheng, Xiangzhi Zhuo & Jingxiao Chen

Authors
  1. Yue Zheng
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  2. Xiangzhi Zhuo
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  3. Jingxiao Chen
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Corresponding author

Correspondence to Yue Zheng.

Additional information

Foundation item: Supported by the National Natural Science Foundation of China (11501233), the Key Project of Anhui Province University Excellent Youth Support Plan ( gxyqZD2016102)

Biography: ZHENG Yue, male, Associate professor, research direction: optimization theory and application.

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Zheng, Y., Zhuo, X. & Chen, J. Maximum entropy approach for solving pessimistic bilevel programming problems. Wuhan Univ. J. Nat. Sci. 22, 63–67 (2017). https://doi.org/10.1007/s11859-017-1217-6

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  • DOI: https://doi.org/10.1007/s11859-017-1217-6

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