Solving linear fractional multilevel programs
Journal Title: Operations Research and Decisions - Year 2014, Vol 24, Issue 1
Abstract
The linear fractional multilevel programming (LFMP) problem has been studied and it has been proved that an optimal solution to this problem occurs at a boundary feasible extreme point. Hence the Kth-best algorithm can be proposed to solve the problem. This property can be applied to quasiconcave multilevel problems provided that the first (n – 1) level objective functions are explicitly quasimonotonic, otherwise it cannot be proved that there exists a boundary feasible extreme point that solves the LFMP problem.
Authors and Affiliations
Shifali Bhargava
Keywords
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