An enumerative algorithm for non-linear multi-level integer programming problem
In this paper a multilevel programming problem, that is, three level programming problem is considered. It involves three optimization problems where the constraint region of the first level problem is implicitly determined by two other optimization problems. The objective function of the first leve...
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| Format: | Article |
| Language: | English |
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University of Belgrade
2009-01-01
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| Series: | Yugoslav Journal of Operations Research |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2009/0354-02430902263N.pdf |
| _version_ | 1828524157325803520 |
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| author | Narang Ritu Arora S.R. |
| author_facet | Narang Ritu Arora S.R. |
| author_sort | Narang Ritu |
| collection | DOAJ |
| description | In this paper a multilevel programming problem, that is, three level programming problem is considered. It involves three optimization problems where the constraint region of the first level problem is implicitly determined by two other optimization problems. The objective function of the first level is indefinite quadratic, the second one is linear and the third one is linear fractional. The feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient sub-matrix associated to the variables of the third level, an enumerative algorithm is proposed, which finds an optimum solution to the given problem. It is illustrated with the help of an example. . |
| first_indexed | 2024-12-11T20:41:14Z |
| format | Article |
| id | doaj.art-a8c0c1a5b2754f8b947d06be799673d5 |
| institution | Directory Open Access Journal |
| issn | 0354-0243 1820-743X |
| language | English |
| last_indexed | 2024-12-11T20:41:14Z |
| publishDate | 2009-01-01 |
| publisher | University of Belgrade |
| record_format | Article |
| series | Yugoslav Journal of Operations Research |
| spelling | doaj.art-a8c0c1a5b2754f8b947d06be799673d52022-12-22T00:51:30ZengUniversity of BelgradeYugoslav Journal of Operations Research0354-02431820-743X2009-01-0119226327910.2298/YJOR0902263NAn enumerative algorithm for non-linear multi-level integer programming problemNarang RituArora S.R.In this paper a multilevel programming problem, that is, three level programming problem is considered. It involves three optimization problems where the constraint region of the first level problem is implicitly determined by two other optimization problems. The objective function of the first level is indefinite quadratic, the second one is linear and the third one is linear fractional. The feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient sub-matrix associated to the variables of the third level, an enumerative algorithm is proposed, which finds an optimum solution to the given problem. It is illustrated with the help of an example. .http://www.doiserbia.nb.rs/img/doi/0354-0243/2009/0354-02430902263N.pdfmultilevel programmingindefinite quadratic programmingfractional programmingquasi-concave functioninteger programming |
| spellingShingle | Narang Ritu Arora S.R. An enumerative algorithm for non-linear multi-level integer programming problem Yugoslav Journal of Operations Research multilevel programming indefinite quadratic programming fractional programming quasi-concave function integer programming |
| title | An enumerative algorithm for non-linear multi-level integer programming problem |
| title_full | An enumerative algorithm for non-linear multi-level integer programming problem |
| title_fullStr | An enumerative algorithm for non-linear multi-level integer programming problem |
| title_full_unstemmed | An enumerative algorithm for non-linear multi-level integer programming problem |
| title_short | An enumerative algorithm for non-linear multi-level integer programming problem |
| title_sort | enumerative algorithm for non linear multi level integer programming problem |
| topic | multilevel programming indefinite quadratic programming fractional programming quasi-concave function integer programming |
| url | http://www.doiserbia.nb.rs/img/doi/0354-0243/2009/0354-02430902263N.pdf |
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