A bilevel convex progamming that is equivalent to the minimum risk bilevel programing is given,An approximate decomposition algorithm for solving this bilevel convex programming problem is proposed.

 
  • 給出了具有極小風(fēng)險解的二層規劃的等價(jià)二層規劃,并提出了求解這類(lèi)二層凸規劃的一個(gè)近似分解算法。
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