Management Science and Financial Engineering

  • 제12권1호
  • /
  • Pages.113-125
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  • 2006
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  • 2287-2043(pISSN)
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  • 2287-2361(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

Quasiconcave Bilevel Programming Problem

  • Arora S.R. (Department of Mathematics, Hans Raj College, University of Delhi) ;
  • Gaur Anuradha (Department of Mathematics, Maharaja Agrasen College, University of Delhi)
  • 발행 : 2006.05.01
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초록

Bilevel programming problem is a two-stage optimization problem where the constraint region of the first level problem is implicitly determined by another optimization problem. In this paper we consider the bilevel quadratic/linear fractional programming problem in which the objective function of the first level is quasiconcave, the objective function of the second level is linear fractional and the feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient submatrix associated to variables of the second level, an enumerative algorithm is proposed which finds a global optimum to the problem.

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참고문헌

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