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Integrating goal programming, Taylor series, Kuhn-Tucker conditions, and penalty function approaches to solve linear fractional bi-level programming problems. (English) Zbl 1332.90260
Summary: In this paper, we integrate goal programming (GP), Taylor Series, Kuhn-Tucker conditions and Penalty Function approaches to solve linear fractional bi-level programming (LFBLP)problems. As we know, the Taylor Series is having the property of transforming fractional functions to a polynomial. In the present article by Taylor Series we obtain polynomial objective functions which are equivalent to fractional objective functions. Then on using the Kuhn-Tucker optimality condition of the lower level problem, we transform the linear bilevel programming problem into a corresponding single level programming. The complementary and slackness condition of the lower level problem is appended to the upper level objective with a penalty, that can be reduce to a single objective function. In the other words, suitable transformations can be applied to formulate FBLP problems. Finally a numerical example is given to illustrate the complexity of the procedure to the solution.
MSC:
 90C29 Multi-objective and goal programming 90C32 Fractional programming 41A58 Series expansions (e.g., Taylor, Lidstone series, but not Fourier series)
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