A weighting method for 0-1 indefinite quadratic bilevel programming

作     者：Arora, S. R. Arora, Ritu 

作者机构：Univ Delhi Dept Math Hansraj Coll Delhi 110007 India Univ Delhi Dept Math Keshav Mahavidyalaya Delhi 110007 India 

出 版 物：《OPERATIONAL RESEARCH》 (运筹学)

年 卷 期：2011年第11卷第3期

页      面：311-324页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

主　　题：Indefinite quadratic programming Bilevel programming Scalar optimization Analytic hierarchy process Mixed-integer programming 

摘      要：In this paper a weighting method is developed to find the solution of a 0-1 Indefinite Quadratic Bilevel Programming problem. The proposed approach converts the hierarchical system into a scalar optimization problem by finding the proper weights using the Analytic Hierarchy Process (AHP). These weights are used to combine the objective functions of both levels into one objective. Here, the relative weights represent the relative importance of the objective functions. The reduced problem, that is, the scalar optimization problem is then linearized and it is solved with an appropriate optimization software. The algorithm is explained with the help of an example.