BRANCH AND BOUND ALGORITHM FOR A DISCRETE MULTILEVEL LINEAR FRACTIONAL PROGRAMMING PROBLEM

被引：2
|
作者：
Arora, Ritu [1 ]
Gupta, Kavita [2 ]
机构：
[1] Univ Delhi, Keshav Mahavidyalaya, Dept Math, H-4-5 Zone,Rd 43, Delhi 110034, India
[2] Univ Delhi, Dept Math, Kirori Mal Coll, Delhi 110007, India
来源：
OPERATIONS RESEARCH AND DECISIONS | 2018年 / 28卷 / 02期
关键词：
linear fractional programming problem; bilevel programming; multilevel programming; discrete variables; integer solution; branch and bound cut;
D O I：
10.5277/ord180201
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
An algorithm is proposed to find an integer solution for bilevel linear fractional programming problem with discrete variables. The method develops a cut that removes the integer solutions which are not bilevel feasible. The proposed method is extended from bilevel to multilevel linear fractional programming problems with discrete variables. The solution procedure for both the algorithms is elucidated in the paper.
引用
收藏
页码：5 / 21
页数：17
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