Computing the pareto frontier of a linear Multiobjective bi-level model

Document Type : Original Paper

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Abstract

Bilevel programming is the model for hierarchical optimization problems in which there are two decision makers that have different objective functions, variables and constraints. Alves et al in[1], proposed a method for computing the Pareto frontier of bilevel linear problem with biobjective at the upper level and a single objective function at the lower level. In this paper, we extend their method for the situation in which there exists more than two objective function at both levels, and then by using a suitable exchange variable, we proposed a new method for computing the Pareto frontier of bilevel linear problem with fractional multi-objective at the upper level. Finally we will show the efficiency of the propsed approaches by solving a few numerical examples and comparing the results with other methods.

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References

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Journal of Advanced Mathematical Modeling
Volume 5, Issue 2 - Serial Number 2
November 2015
Pages 25-45

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History

  • Receive Date: 17 June 2015
  • Revise Date: 20 March 2016
  • Accept Date: 17 May 2016

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