In this paper, we present a new computation scheme for pessimistic bilevel optimization problem, which so far does not have any computational methods generally applicable yet. We first develop a tight relaxation and then design a simple scheme to ensure a feasible and optimal solution. Then, we discuss using this scheme to compute linear pessimistic bilevel problem and several variants. We also...

In this paper, it is assumed that the “Decision Making Units“( ) are consist of positive and negative input and output. Firstly, the optimistic and pessimistic models have been suggested by using negative data and then units with most productive scale size are measured in optimistic and pessimistic models. These productive values are compared with double frontiers and Hurwicz’s Criterion to obt...