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Solving linear fractional multi-level programs

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  • Shifali Bhargava

Abstract

The linear fractional multilevel programming (LFMP) problem has been studied and it has been proved that an optimal solution to this problem occurs at a boundary feasible extreme point. Hence the Kth-best algorithm can be proposed to solve the problem. This property can be applied to quasiconcave multilevel problems provided that the first (n – 1) level objective functions are explicitly quasimonotonic, otherwise it cannot be proved that there exists a boundary feasible extreme point that solves the LFMP problem.

Suggested Citation

  • Shifali Bhargava, 2014. "Solving linear fractional multi-level programs," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(1), pages 5-21.
    • Handle: RePEc:wut:journl:v:1:y:2014:p:5-21:id:1066
    DOI: 10.5277/ord140101
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    References listed on IDEAS

    as
    1. Mishra, Savita, 2007. "Weighting method for bi-level linear fractional programming problems," European Journal of Operational Research, Elsevier, vol. 183(1), pages 296-302, November.
    2. Liu, Yi-Hsin & Hart, Stephen M., 1994. "Characterizing an optimal solution to the linear bilevel programming problem," European Journal of Operational Research, Elsevier, vol. 73(1), pages 164-166, February.
    3. H. I. Calvete & C. Galé, 1998. "On the Quasiconcave Bilevel Programming Problem," Journal of Optimization Theory and Applications, Springer, vol. 98(3), pages 613-622, September.
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    Cited by:

    1. Ritu Arora & Kavita Gupta, 2018. "Branch and bound algorithm for discrete multi- level linear fractional programming problem," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 28(2), pages 5-21.

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