A computational method for obtaining Stackelberg solutions to two-level nonlinear programming Problems through particle swarm optimization

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  • ２レベル非線形計画問題に対するＰａｒｔｉｃｌｅ　Ｓｗａｒｍ　Ｏｐｔｉｍｚｉａｔｉｏｎに基づくＳｔａｃｋｅｌｂｅｒｇ解の計算方法
  • 2レベル非線形計画問題に対するParticle Swarm Optiizationに基づくStackelberg解の計算方法
  • 2 レベル ヒセンケイ ケイカク モンダイ ニ タイスル Particle Swarm Optiization ニ モトズク Stackelbergカイ ノ ケイサン ホウホウ

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Abstract

In this paper, we focus on two-level nonlinear programming problems with no coordination between the decision maker at the upper level (the leader) and the decision maker at the lower level (the follower), and propose a computational method using particle swarm optimization (PSO) for obtaining Stackelberg solutions to two-level nonlinear programming problems. We can realize global search and reduce computational time by obtaining a rational response in every certain generation. Moreover, we carry out numerical experiments in order to demonstrate the feasibility and effectiveness of the proposed method by comparing with existing methods.

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