Branch and bound algorithm for discrete multi- level linear fractional programming problem
Ritu Arora () and
Kavita Gupta ()
Operations Research and Decisions, 2018, vol. 28, issue 2, 5-21
Abstract:
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.
Keywords: linear fractional programming problem; bilevel programming; multilevel programming; discrete variables; integer solution; branch and bound cut (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)
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Persistent link: https://EconPapers.repec.org/RePEc:wut:journl:v:2:y:2018:p:5-21:id:1352
DOI: 10.5277/ord180201
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