Karush–Kuhn–Tucker transformation approach to multi-level linear programming problems

Karush–Kuhn–Tucker transformation approach to multi-level linear programming problems

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Article ID: iaor20032068
Country: India
Volume: 39
Issue: 2
Start Page Number: 133
End Page Number: 150
Publication Date: Jun 2002
Journal: OPSEARCH
Authors:
Abstract:

We have considered a multi-level linear programming problem, namely three-level linear programming problem and applied Karush–Kuhn–Tucker (KKT) transformation method to obtain the solution of the system. In the KKT transformation method, the lower level decision making problem is converted into the constraints of the higher level decision making problem. We have taken into account the non-negativity constraints at the initial stages of derivation i.e. in the formulation of the Lagrangian function.

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