دوره 10، شماره 1 - ( 1-1394 )                   جلد 10 شماره 1 صفحات 1-10 | برگشت به فهرست نسخه ها


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Saraj M, Safaei N. Integrating Goal Programming, Taylor Series, Kuhn-Tucker Conditions, and Penalty Function Approaches to Solve Linear Fractional Bi-level Programming Problems. IJMSI. 2015; 10 (1) :1-10
URL: http://ijmsi.ir/article-1-281-fa.html
Integrating Goal Programming, Taylor Series, Kuhn-Tucker Conditions, and Penalty Function Approaches to Solve Linear Fractional Bi-level Programming Problems. مجله علوم ریاضی و انفورماتیک ایرانیان. 1394; 10 (1) :1-10

URL: http://ijmsi.ir/article-1-281-fa.html


چکیده:  
In this paper, we integrate goal programming (GP), Taylor Series, Kuhn-Tucker conditions and Penalty Function approaches to solve linear fractional bi-level programming (LFBLP)problems. As we know, the Taylor Series is having the property of transforming fractional functions to a polynomial. In the present article by Taylor Series we obtain polynomial objective functions which are equivalent to fractional objective functions. Then on using the Kuhn-Tucker optimality condition of the lower level problem, we transform the linear bilevel programming problem into a corresponding single level programming. The complementary and slackness condition of the lower level problem is appended to the upper level objective with a penalty, that can be reduce to a single objective function. In the other words, suitable transformations can be applied to formulate FBLP problems. Finally a numerical example is given to illustrate the complexity of the procedure to the solution.
نوع مطالعه: پژوهشي | موضوع مقاله: عمومى

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