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

Authors: Ritu Arora, S.R. Arora

Addresses: Department of Mathematics, Keshav Mahavidyalaya, University of Delhi, India. ' Department of Mathematics, Hans Raj College, University of Delhi, India

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.

Keywords: multi-level programming; indefinite quadratic programming; fractional programming; integer programming; satisfactory solutions; nonlinear programming.

DOI: 10.1504/IJCSM.2010.037445

International Journal of Computing Science and Mathematics, 2010 Vol.3 No.3, pp.211 - 225

Published online: 13 Dec 2010 *

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