Abstract
The bilevel programming problems are useful tools for solving the hierarchy decision problems. The purpose of this paper is to find the optimality conditions and a solution procedure to solve a bilevel quadratic fractional-quadratic programming problem in which the leader’s objective is quadratic fractional and the follower’s objective is quadratic. The variables associated with both the level problems are related by linear constraints. The proposed method is based on Karush-Kuhn-Tucker conditions and a related bilevel linear fractional-quadratic problem is constructed in which the leader’s objective is linear fractional and the follower’s objective is quadratic in order to obtain an optimal solution of a bilevel quadratic fractional-quadratic programming problem. The main idea behind our method is to scan the basic feasible solutions of the related bilevel linear fractional- quadratic programming problem in a systematic manner till an optimal solution of the problem is obtained.
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Maachou, N., Moulaï, M. (2015). Bilevel Quadratic Fractional/Quadratic Problem. In: Le Thi, H., Pham Dinh, T., Nguyen, N. (eds) Modelling, Computation and Optimization in Information Systems and Management Sciences. Advances in Intelligent Systems and Computing, vol 359. Springer, Cham. https://doi.org/10.1007/978-3-319-18161-5_32
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DOI: https://doi.org/10.1007/978-3-319-18161-5_32
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