منابع مشابه
A penalty function approach for solving bi-level linear programs
The paper presents an approach to bi-level programming using a duality gap-penalty function format. A new exact penalty function exists for obtaining a global optimal solution for the linear case, and an algorithm is given for doing this, making use of some new theoretical properties. For each penalty parameter value, the central optimisation problem is one of maximising a convex function over ...
متن کاملA TAYLOR SERIES APPROACH FOR SOLVING LINEAR FRACTIONAL DECENTRALIZED BI-LEVEL MULTI-OBJECTIVE DECISION-MAKING UNDER FUZZINESS
This paper presents a Taylor series approach for solving linear fractional de-centralized bi-level multi-objective decision-making (LFDBL-MODM) problems with asingle decision maker at the upper level and multiple decision makers at the lower level.In the proposed approach, the membership functions associated with each objective(s) ofthe level(s) of LFDBL-MODM are transformed by using a Taylor s...
متن کاملBi-level linear programming problems involving randomness
Some of the real life decisions are made in decentralized manner under uncertainty. Stochastic bi-level linear programming problems are used to handle such decision making problems. In this paper, we have proposed stochastic bi-level linear programming problems where some of the right hand side parameters of the constraints in both first (leader) and second level (follower) as normal and log-no...
متن کاملA Fuzzy Algorithm for Solving a Class of Bi-Level Linear Programming Problem
This paper proposes a kind of bi-level linear programming problem, in which there are two decision makers in a hierarchy and they have a common variable. To deal with this bi-level problem, we introduce a virtual decision maker, who controls the common variable to maximize the sum of the objective functions of the upper and lower level decision maker (the leader and follower). To illustrate the...
متن کاملAn Algorithm for Solving Bi-Level Integer Linear Fractional Programming Problem based on Fuzzy Approach
This paper presents a fuzzy approach for solving the bi-level integer linear fractional programming problem (BILFPP). At the first phase of the solution algorithm and to avoid the complexity of non convexity of this problem, we begin by finding the convex hull of its original set of constraints using the cutting-plane algorithm, and then the Charnes & Cooper transformation is used to convert th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1996
ISSN: 0022-247X
DOI: 10.1006/jmaa.1996.0202