Skip to main content
Book cover

Fuzzy Logic pp 351–379Cite as

Fuzzy Linear Bilevel Optimization: Solution Concepts, Approaches and Applications

  • Chapter

Part of the book series: Studies in Fuzziness and Soft Computing ((STUDFUZZ,volume 215))

Abstract

Bilevel programming provides a means of supporting two level non-cooperative decision-making. When a decision maker at the upper level (the leader) attempts to optimize an objective, the decision maker at the lower level (the follower) tries to find an optimized strategy according to each of the possible decisions made by the leader. A bilevel decision model is normally based on experts’ understanding of possible choices made by decision makers at both levels. The parameters, either in the objective functions or constraints of the leader or the follower in a bilevel decision model, are therefore hard to characterize by precise values. Hence this study proposes a fuzzy parameter linear bilevel programming model and its solution concept. It then develops three approaches to solve the proposed fuzzy linear bilevel programming problems by applying fuzzy set techniques. Finally, a numerical example and a case study illustrate the applications of the proposed three approaches.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Aiyoshi E and Shimizu K (1981) Hierarchical decentralized systems and its new solution by a barrier method. IEEE Transactions on Systems, Man, and Cybernetics 11: 444–449

    Article  MathSciNet  Google Scholar 

  2. Anandalingam G and Friesz T (1992) Hierarchical optimization: An introduction. Annals of Operations Research 34: 1–11

    Article  MATH  MathSciNet  Google Scholar 

  3. Bard J (1984) An investigation of the linear three level programming problem. IEEE Transactions on Systems, Man, and Cybernetics 14: 711–717

    MATH  MathSciNet  Google Scholar 

  4. Bard J (1998) Practical Bilevel Optimization: Algorithms and Applications. Kluwer Academic Publishers.

    Google Scholar 

  5. Bard J and Falk J (1982) An explicit solution to the programming problem. Computers and Operations Research 9: 77–100

    Article  MathSciNet  Google Scholar 

  6. Bialas W and Karwan M (1978) Multilevel linear programming. Technical Report 78-1, State University of New York at Buffalo, Operations Research Program.

    Google Scholar 

  7. Bialas W and Karwan M (1984) Two­level linear programming. Management Science 30: 1004–1020

    Article  MATH  MathSciNet  Google Scholar 

  8. Candler W and Townsley R (1982) A linear two­level programming problem. Computers and Operations Research 9: 59–76

    Article  MathSciNet  Google Scholar 

  9. Chen Y, Florian M and Wu S (1992) A descent dual approach for linear bilevel programs. Technical Report CRT­866, Centre de Recherche sur les Transports.

    Google Scholar 

  10. Dempe S (1987) A simple algorithm for the linear bilevel programming problem. Optimization 18: 373–385

    MATH  MathSciNet  Google Scholar 

  11. Hansen P, Jaumard B. and Savard G (1992) New branch­and­bound rules for linear bilevel programming. SIAM Journal on Scientific and Statistical Computing 13: 1194–1217

    Article  MATH  MathSciNet  Google Scholar 

  12. Leblanc L and Boyce D (1986) A bilevel programming algorithm for exact solution of the network design problem with user­optimal flows. Transportation Research 20: 259–265

    Article  MathSciNet  Google Scholar 

  13. Lai YJ (1996) Hierarchical optimization: a satisfactory solution, Fuzzy Sets and Systems 77: 321–335

    Article  MATH  MathSciNet  Google Scholar 

  14. Marcotte P (1986) Network design with congestion effects: a case of bilevel programming. Mathematical Programming 34: 142–162.

    Article  MATH  MathSciNet  Google Scholar 

  15. Sakawa M (1993) Fussy sets and interactive mulitobjective optimization. Plenum Press, New York

    Google Scholar 

  16. Sakawa M and Nishizaki I (1998) Interactive fuzzy programming for multilevel linear programming problems. Computers and Mathematics with Applications 36: 71–86

    Article  MATH  MathSciNet  Google Scholar 

  17. Sakawa M, Nishizaki I and Uemura Y (2000) Interactive fuzzy programming for multilevel linear programming problems with fuzzy parameters. Fuzzy Sets and Systems 109: 3–19

    Article  MATH  MathSciNet  Google Scholar 

  18. Savard G (1989) Contributions á la programmation mathématique á deux niveaux. PhD thesis, Université de Montréal, École Polytechnique

    Google Scholar 

  19. Shi C, Zhang G and Lu J (2004), An algorithm for linear bilevel programming problems, Applied Computational Intelligence, The 6th International FLINS Conference, Blankenberge, Belgium, 1–3, September, 2004, Published by World Scientific, 304–307

    Google Scholar 

  20. Shi C, Lu J and Zhang G (2005) An extended Kuhn-Tucker approach for linear bilevel programming. Applied Mathematics and Computation 162:51–63

    Article  MATH  MathSciNet  Google Scholar 

  21. Shi C, Lu J and Zhang G (2004) An extended Kth-best approach for linear bilevel programming. Applied Mathematics and Computation 164: 843–855

    Article  MathSciNet  Google Scholar 

  22. Shih HS, Lai YJ and Lee ES (1996) Fuzzy approach for multi-level programming problems. Computers & Operations Research 23: 73–91

    Article  MATH  MathSciNet  Google Scholar 

  23. White D and Anandalingam G (1993) A penalty function approach for solving bi­level linear programs. Journal of Global Optimization 3: 397–419

    Article  MATH  MathSciNet  Google Scholar 

  24. Von Stackelberg H (1952) The theory of the market economy. Oxford University Press, Oxford

    Google Scholar 

  25. Zadeh LA (1965) Fuzzy sets. Inform & Control 8: 338–353

    Article  MATH  MathSciNet  Google Scholar 

  26. Zhang G and Lu J (2004) The definition of optimal solution and an extended Kuhn-Tucker approach for fuzzy linear bilevel programming. The IEEE Computational Intelligence Bulletin 5:1–7

    Google Scholar 

  27. Zhang G, Lu J, Steele R and Shi C (2005) An Extended Kth-best approach for fuzzy linear bilevel problems. 10th International Conference on Fuzzy Theory and Technology, July 21–26, 2005, Salt Lake City, USA

    Google Scholar 

  28. Zhang G and Lu J (2005) Model and approach of fuzzy bilevel decision making for logistics planning problem. Journal of Enterprise Information Management (In Press)

    Google Scholar 

  29. Zhang G, Lu J and Dillon T (2006) An extended branch-and-bound algorithm for fuzzy parameter linear bilevel programming. Accepted by 7th International FLINS Conference, Genoa, Italy, 29–31, August 2006.

    Google Scholar 

Download references

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2007 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Zhang, G., Lu, J., Dillon, T. (2007). Fuzzy Linear Bilevel Optimization: Solution Concepts, Approaches and Applications. In: Wang, P.P., Ruan, D., Kerre, E.E. (eds) Fuzzy Logic. Studies in Fuzziness and Soft Computing, vol 215. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71258-9_17

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-71258-9_17

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-71257-2

  • Online ISBN: 978-3-540-71258-9

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics