一类二层决策问题的性质分析和基于Frank-Walfe方法的神经网络算法
A New Algorithm Based on the Frank-Wolfe Method and Neural Network for a Class of Bilevel Decission Making Problems
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摘要: 提出一类二层决策问题的模型.在某些凸性假设下,研究它的一些性质,提出了一种基于 Frank-Walfe和人工神经网络方法的算法.并以算例说明该算法可行性.
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关键词:
- 二层决策 /
- Frank-Walfe算法 /
- 人工神经网络
Abstract: In this paper a model for a class of bilevel decision-making problems is presented in the form of a static Stackelberg game. Under certain convexity assumptions, some properties of the model is studied. According to these properties, this paper presents a new algorithm based on the Frank-Wolfe method and neural network method. An example demonstrates the feasibility of the proposed algorithm. -
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