Solving a class of multiobjective bilevel problems by DC programming
by Aicha Anzi; Mohammed Said Radjef
International Journal of Operational Research (IJOR), Vol. 37, No. 2, 2020

Abstract: In this paper, we consider a class of multiobjective bilevel programming problems in which the first level objective function is assumed to be a vector valued DC function and the second level problem is a linear multiobjective program. The problem is transformed into a standard single optimisation problem by using a preference function. We give a characterisation to the induced region and reformulate the problem as a problem of optimising a function over the efficient set. Next, a well-known representation of the efficient set is used which will allow to transform the problem, using an exact penalisation, into a DC program. Finally, we apply the DC algorithm to solve the resulting DC program.

Online publication date: Wed, 26-Feb-2020

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