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arXiv 2512.03376math.OC
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七种单层改写方法在双层程序中的理论和数值比较

Theoretical and numerical comparison of seven single-level reformulations for bilevel programs

School of Management, Shanghai University(上海大学管理学院)

Yu-Wei Li, Gui-Hua Lin, Xide Zhu

AI总结:

本文比较了七种单层改写方法在双层程序中的理论和数值性能,发现WDP/MDP/TWDP/TMDP优于MPCC,而eMDP/eTMDP表现最差。

摘要:

本文考虑了一种双层程序。为了解决这种双层程序,通常需要将其转换为某些单层优化问题。一种方法是用KKT条件代替下层程序,将双层程序转换为具有互补约束的数学规划问题(MPCC)。另一种方法是应用下层Wolfe/Mond-Weir/扩展Mond-Weir对偶性,将双层程序转换为某些基于对偶性的单层改写形式,分别称为WDP、MDP和eMDP。在本文中,受最近一篇论文中关于改写可行区域更紧的猜想启发,我们提出了三种新的基于对偶性的单层改写形式,分别称为TWDP/TMDP/eTMDP,具有更紧的可行区域。我们的主要目标是通过设计一些直接和松弛算法(带有投影)并将其应用于450个随机生成的测试示例来比较上述所有改写形式。我们的数值实验表明,无论是整体比较还是成对比较,在我们的测试中,WDP/MDP/TWDP/TMDP改写形式始终优于MPCC改写形式,而eMDP/eTMDP改写形式始终是六个基于对偶性改写形式中最差的,这表明上述猜想是不正确的。特别是对于松弛算法,WDP/MDP/TWDP/TMDP改写形式比MPCC改写形式表现好3-5倍,而eMDP/eTMDP改写形式比MPCC改写形式表现好2倍。

英文摘要:

This paper considers a bilevel program. To solve this bilevel program, it is generally necessary to transform it into some single-level optimization problem. One approach is to replace the lower-level program by its KKT conditions to transform the bilevel program as a mathematical program with complementarity constraints (MPCC). Another approach is to apply the lower-level Wolfe/Mond-Weir/extended Mond-Weir duality to transform the bilevel program into some duality-based single-level reformulations, called WDP, MDP, and eMDP respectively in the literature. In this paper, inspired by a conjecture from a recent publication that the tighter feasible region of a reformulation, the better its numerical performance, we present three new duality-based single-level reformulations, called TWDP/TMDP/eTMDP, with tighter feasible regions. Our main goal is to compare all above-mentioned reformulations by designing some direct and relaxation algorithms with projection and implementing these algorithms on 450 test examples generated randomly. Our numerical experiments show that, whether overall comparison or pairwise comparison, at least in our tests, the WDP/MDP/TWDP/TMDP reformulations were always better than the MPCC reformulation, while the eMDP/eTMDP reformulations were always the worst ones among six duality-based reformulations, which indicates that the above conjecture is incorrect. In particular, for the relaxation algorithms, the WDP/MDP/TWDP/TMDP reformulations performed 3-5 times better than the MPCC reformulation, while the eMDP/eTMDP reformulations performed 2 times better than the MPCC reformulation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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