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Use of fuzzy programming for solving bilevel programming problem with multiple objectives at the lower level

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Bilevel programming has been proposed for dealing with decision processes involving two decision makers with a hierarchical structure. In this paper an approach is proposed for solving the special class of bilevel programming in which upper level is single objective and lower level is multi-objective, where all objective functions are linear and the common constraint region is nonempty and compact. The basis of this paper is in fact converting the above problem to a linear bilevel problem with a single objective function at each level. For achieving this aim, fuzzy programming technique is used for multi-objective problem at the lower level. The obtained bilevel problem is solved by Kthbest algorithm. Finally, a numerical example is given to illustrate this approach.

Abstract

Bilevel programming has been proposed for dealing with decision processes involving two decision makers with a hierarchical structure. In this paper an approach is proposed for solving the special class of bilevel programming in which upper level is single objective and lower level is multi-objective, where all objective functions are linear and the common constraint region is nonempty and compact. The basis of this paper is in fact converting the above problem to a linear bilevel problem with a single objective function at each level. For achieving this aim, fuzzy programming technique is used for multi-objective problem at the lower level. The obtained bilevel problem is solved by Kthbest algorithm. Finally, a numerical example is given to illustrate this approach.

참고문헌 (11)

  1. J.F. Bard, "Practical Bilevel Optimization: Algorithms and Applications" (1998), Kluwer Academic Publishers
  2. W. Bialas, "Two-level linear programming", Management Science, 30, pp.1004~1020 (1984)
  3. W. Bialas, "On two-level optimization", IEEE Transactions on Automatic Control, 27(1), pp.211~214 (1982)
  4. S. Dempe, "Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints", Optimization, 52, pp.333~359 (2003)
  5. S. Dempe, "Foundations of Bilevel Programming" (2002), Kluwer Academic Publishers
  6. P. Hansen, "New branch-and-bound rules for linear bilevel programming", SIAM Journal on Scientific and Statistical Computing, 13, pp.1194~1217 (1992)
  7. J. Lu, "On the definition of linear bilevel programming solution", Applied Mathematics and Computation, 160, pp.169~176 (2005)
  8. J. Lu, "An extended Kth-best approach for linear bilevel programming", Applied Mathematics and Computation, 167, pp.843~855 (2005)
  9. W.Rudin, "Principles of Mathematical Analysis, 3rd ed" (1976), McGraw-Hill
  10. L.N. Vicente, "Bilevel and multilevel programming: A bibliography review", Journal of Global Optimization, 5, pp.291~306 (1994)
  11. H.J. Zimmermann, "Fuzzy programming and linear programming with several objective functions", Fuzzy Sets and Systems, 1, pp.45~55 (1978)

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