An Enumerative Algorithm for Non-Linear Multi-Level Integer Programming Problem
Yugoslav journal of operations research, Tome 19 (2009) no. 2, p. 263
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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.
Classification :
90C20
Keywords: Multilevel programming, indefinite quadratic programming, fractional programming, quasi-concave function, integer programming.
Keywords: Multilevel programming, indefinite quadratic programming, fractional programming, quasi-concave function, integer programming.
@article{YJOR_2009_19_2_a4,
author = {Ritu Narang and S.R. Arora},
title = {An {Enumerative} {Algorithm} for {Non-Linear} {Multi-Level} {Integer} {Programming} {Problem}},
journal = {Yugoslav journal of operations research},
pages = {263 },
year = {2009},
volume = {19},
number = {2},
zbl = {1265.90225},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_2009_19_2_a4/}
}
Ritu Narang; S.R. Arora. An Enumerative Algorithm for Non-Linear Multi-Level Integer Programming Problem. Yugoslav journal of operations research, Tome 19 (2009) no. 2, p. 263 . http://geodesic.mathdoc.fr/item/YJOR_2009_19_2_a4/