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|Title:||A new method to solve bi-level quadratic linear fractional programming problems|
|Authors:||Singh, Sanjeet P.|
Linear fractional programming
Quadratic linear fractional problem
International Game Theory Review
World Scientific Publishing Co. Pte Ltd
|Abstract:||In this paper, we have developed a new method to solve bi-level quadratic linear fractional programming (BLQLFP) problems in which the upper-level objective function is quadratic and the lower-level objective function is linear fractional. In this method a BLQLFP problem is transformed into an equivalent single-level quadratic programming (QP) problem with linear constraints by forcing the duality gap of the lower-level problem to zero. Then by obtaining all vertices of the constraint region of the dual of the lower-level problem, which is a convex polyhedron, the single-level QP problem is converted into a series of finite number of QP problems with linear constraints which can be solved by any standard method for solving a QP. The best among the optimal solutions gives the desired optimal solution for the original bi-level programming (BLP) problem. Theoretical results have been illustrated with the help of a numerical example. � 2015 World Scientific Publishing Company.|
|Description:||Singh, Sanjeet P., Operations Management Group, Indian Institute of Management Calcutta, DH Road, Joka, Kolkata, 700104, India; Haldar, Nivedita, Operations Management Group, Indian Institute of Management Calcutta, DH Road, Joka, Kolkata, 700104, India|
ISSN/ISBN - 02191989
DOI - 10.1142/S0219198915400174
|Appears in Collections:||Operations Management|
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