An algorithm for the integer linear fractional bilevel programming problem

Abstract

The bilevel programming problem is an example of a two stage, non co-operative game in which the first player can influence but not control the actions of the second. In this paper we examine the case when the objective functions are linear fractional and present an algorithm for solving the integer case. We begin by solving the leader’s objective function and finding its integral optimal solution. Using the ranking in integer linear fractional programming problem, we are able to solve the given bilevel programming problem