AU - Saraj, M.
AU - Safaei, N.
TI - Integrating Goal Programming, Taylor Series, Kuhn-Tucker Conditions, and Penalty Function Approaches to Solve Linear Fractional Bi-level Programming Problems
PT - JOURNAL ARTICLE
TA - IJMSI
JN - IJMSI
VO - 10
VI - 1
IP - 1
4099 - http://ijmsi.ir/article-1-281-en.html
4100 - http://ijmsi.ir/article-1-281-en.pdf
SO - IJMSI 1
ABĀ - 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.
CP - IRAN
IN -
LG - eng
PB - IJMSI
PG - 1
PT - Research paper
YR - 2015