Affiliation:
1. Dpto. de Métodos Estadísticos, Universidad de Zaragoza, Pedro Cerbuna, 12, 50009 Zaragoza, Spain
Abstract
Bilevel programming involves two optimization problems where the constraint region of the first-level problem is implicitly determined by another optimization problem. This model has been applied to decentralized planning problems involving a decision process with a hierarchical structure. In this paper, we consider the bilevel linear fractional/linear programming problem, in which the objective function of the first-level is linear fractional, the objective function of the second level is linear, and the common constraint region is a polyhedron. For this problem, taking into account the relationship between the optimization problem of the second level and its dual, a global optimization approach is proposed that uses an exact penalty function based on the duality gap of the second-level problem.
Publisher
World Scientific Pub Co Pte Lt
Subject
Management Science and Operations Research,Management Science and Operations Research
Cited by
6 articles.
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