Optimality conditions and geometric properties of a linear multilevel programming problem with dominated objective functions

Optimality conditions and geometric properties of a linear multilevel programming problem with dominated objective functions

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Article ID: iaor20051560
Country: Netherlands
Volume: 123
Issue: 2
Start Page Number: 409
End Page Number: 429
Publication Date: Nov 2004
Journal: Journal of Optimization Theory and Applications
Authors: , , ,
Keywords: multi-level programming
Abstract:

In this paper, a model of a linear multilevel programming problem with dominated objective functions (LMPPD(l)) is proposed, where multiple reactions of the lower levels do not lead to any uncertainty in the upper-level decision making. Under the assumption that the constrained set is nonempty and bounded, a necessary optimality condition is obtained. Two types of geometric properties of the solution sets are studied. It is demonstrated that the feasible set of LMPPD(l) is neither composed of faces of the constrained set nor necessarily connected. These properties are different from the existing theoretical results for linear multilevel programming problems.

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