An Algorithm for Multi-Level Optimization Problem with Leader-Follower Stratgy
Sheng Zhao-Han, Cao Xin · 2005
In this paper we introduce a multi-level optimization model with leader-follower strategy to describe the hierachical optimal resource assignment problem. By extending the stability concept and the analysis method of normal nonlinear optimiation theory, we propose an algorithm to solve above large scale system optimization problem and discuss its stability.