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Information Journal Paper

Title

INTEGRATING GOAL PROGRAMMING, TAYLOR SERIES, KUHN-TUCKER CONDITIONS, AND PENALTY FUNCTION APPROACHES TO SOLVE LINEAR FRACTIONAL BI-LEVEL PROGRAMMING PROBLEMS

Pages

  1-10

Abstract

 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.

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    APA: Copy

    SARAJ, M., & SAFAEI, N.. (2015). INTEGRATING GOAL PROGRAMMING, TAYLOR SERIES, KUHN-TUCKER CONDITIONS, AND PENALTY FUNCTION APPROACHES TO SOLVE LINEAR FRACTIONAL BI-LEVEL PROGRAMMING PROBLEMS. IRANIAN JOURNAL OF MATHEMATICAL SCIENCES AND INFORMATICS (IJMSI), 10(1), 1-10. SID. https://sid.ir/paper/310392/en

    Vancouver: Copy

    SARAJ M., SAFAEI N.. INTEGRATING GOAL PROGRAMMING, TAYLOR SERIES, KUHN-TUCKER CONDITIONS, AND PENALTY FUNCTION APPROACHES TO SOLVE LINEAR FRACTIONAL BI-LEVEL PROGRAMMING PROBLEMS. IRANIAN JOURNAL OF MATHEMATICAL SCIENCES AND INFORMATICS (IJMSI)[Internet]. 2015;10(1):1-10. Available from: https://sid.ir/paper/310392/en

    IEEE: Copy

    M. SARAJ, and N. SAFAEI, “INTEGRATING GOAL PROGRAMMING, TAYLOR SERIES, KUHN-TUCKER CONDITIONS, AND PENALTY FUNCTION APPROACHES TO SOLVE LINEAR FRACTIONAL BI-LEVEL PROGRAMMING PROBLEMS,” IRANIAN JOURNAL OF MATHEMATICAL SCIENCES AND INFORMATICS (IJMSI), vol. 10, no. 1, pp. 1–10, 2015, [Online]. Available: https://sid.ir/paper/310392/en

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