An algorithm for non-linear multi-level integer programming problems

Authors:
Ritu Arora;S. R. Arora
Affiliations:
Department of Mathematics, Keshav Mahavidyalaya, University of Delhi, India.;Department of Mathematics, Hans Raj College, University of Delhi, India
Venue:
International Journal of Computing Science and Mathematics
Year:
2010

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Abstract

In this paper, an algorithm is proposed to solve a tri-level integer programming problem in which the objective function for the first level is an indefinite quadratic, the second one is linear and the third one is linear fractional. The feasible space of the decision variable is reduced at each level until a satisfactory point is obtained at the last level. The higher level decision-maker reduces the feasible space for the lower level decision maker to search for his optimum. A satisfactory solution of the bilevel decentralised programming problem can also be obtained by the method proposed above. This method is illustrated with the help of examples.