Interactive approach to bi-level integer multi-objective fractional programming problem

This paper proposes an interactive approach for solving bi-level integer multi-objective fractional programming problem. At the first phase of the solution approach, we begin by finding the convex hull of its original set of constraints using the cutting-plane algorithm then the two level decision makers use the Charnes and Cooper transformation to convert the fractional objective functions to equivalent linear functions. At the second phase, the algorithm simplifies the equivalent problem by transforming it into separate multi-objective decision-making problem and solving it by using the e-constraint method. In addition, the theoretical results are illustrated with the help of a numerical example. (C) 2013 Elsevier Inc. All rights reserved.