Bi-level linear fractional programming problem

Bi-level linear fractional programming problem

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Article ID: iaor19942391
Country: Belgium
Volume: 35
Start Page Number: 135
End Page Number: 149
Publication Date: Mar 1993
Journal: Cahiers du Centre d'tudes de Recherche Oprationnelle
Authors: ,
Keywords: bilevel optimization
Abstract:

This paper considers the problem in which two decision makers wish to maximize their own objective functions, which are linear fractional functions, over a feasible region defined by interactive strategy sets. Such programs are non-convex. An algorithm based on the concept of kth best solution is developed. The algorithm is based on the concept that the optimal solution lies at a vertex. An example to illustrate is also presented.

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