Nonlinear integer bilevel programming

Nonlinear integer bilevel programming

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Article ID: iaor19972148
Country: Netherlands
Volume: 72
Issue: 3
Start Page Number: 574
End Page Number: 587
Publication Date: Feb 1994
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: integer, programming: parametric
Abstract:

In many decentralized organizations, resource planning with sequential decision making can be formulated as a multi-level programming problem. In such cases, the decision variables are partitioned among the decision makers. Each of the decision makers optimizes his/her own objective function. This paper presents an algorithm using parametric analysis to solve a typical kind of nonlinear integer multilevel programming problems, called separable integer monotone bilevel programming (SIMBP), and then extends the algorithm for solving a parametric SIMBP problem. A numerical example with application of reliability optimization is given to illustrate the solution method.

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