Iranian Journal of Mathematical Sciences and Informatics
مجله علوم ریاضی و انفورماتیک ایرانیان
IJMSI
Basic Sciences
http://ijmsi.ir
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admin
1735-4463
2008-9473
8
7
14
8888
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en
jalali
1394
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gregorian
2015
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online
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fulltext
en
Integrating Goal Programming, Taylor Series, Kuhn-Tucker Conditions, and Penalty Function Approaches to Solve Linear Fractional Bi-level Programming Problems
عمومى
General
پژوهشي
Research paper
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.
Bi-level programming, Fractional programming, Taylor Series, Kuhn-Tucker conditions, Goal programming, Penalty function.
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http://ijmsi.ir/browse.php?a_code=A-10-291-1&slc_lang=en&sid=1
M.
Saraj
msaraj@scu.ac.ir
`10031947532846001913`

10031947532846001913
No
N.
Safaei
n_safaei@ymail.com
`10031947532846001914`

10031947532846001914
Yes