Abstract

This study addresses bilevel linear multi-objective problem issues i.e the special case of bilevel linear programming problems where each decision maker has several objective functions conflicting with each other. We introduce an artificial multi-objective linear programming problem of which resolution can permit to generate the whole feasible set of the upper level decisions. Based on this result and depending if the leader can evaluate or not his preferences for his different objective functions, two approaches for obtaining Pareto- optimal solutions are presented.

Highlights

  • Bilevel programming problems occur in diverse applications, such as transportation, economics, ecology, engineering and others

  • This study addresses bilevel linear multi-objective problem issues i.e. the special case of bilevel linear programming problems where each decision maker has several objective functions conflicting with each other

  • Three reasons at least can explain the fact that the issue has not yet received a broad attention in the literature: the difficulty of searching and defining optimal solutions; the lower level optimization problem has a number of tradeoff optimal solutions; and it is computationally more complex than the conventional Multi-Objective Programming Problem or a bilevel Programming Problem

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Summary

Introduction

Bilevel programming problems occur in diverse applications, such as transportation, economics, ecology, engineering and others. We introduced an artificial multi-objective linear programming problem of which the resolution can permit to generate the whole set of feasible points of the upper level decisions. Based on this result and depending if the leader can evaluate or not his preferences for his different objective functions, two approaches for obtaining Pareto-optimal solutions are presented.

Efficient Points in Multiobjective Programming
Optimistic Formulation of a BLMPP
A New Characterization of the Feasible Set of a BLMPP
First Approach
Second Approach
Illustrative Example
Conclusions
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