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Linear bilevel multiobjective optimization problem: Penalty approach
1. | School of Information and Mathematics, Yangtze University, Jingzhou 434023, China |
2. | School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China |
In this paper, we are interested by the linear bilevel multiobjective programming problem, where both the upper level and the lower level have multiple objectives. We approach this problem via an exact penalty method. Then, we propose an exact penalty function algorithm. Numerical results showing viability of the algorithm proposed are presented.
References:
[1] |
M. Abo-Sinna,
A bilevel nonlinear multiobjective decision making under fuzziness, Journal of Operational Research Society of India, 38 (2001), 484-495.
doi: 10.1007/BF03398652. |
[2] |
G. Anandalingam and D. J. White,
A solution for the linear static Stackelberg problem using penalty function, IEEE Transactions Automatic Control, 35 (1990), 1170-1173.
doi: 10.1109/9.58565. |
[3] |
Z. Ankhili and A. Mansouri,
An exact penalty on bilevel programs with linear vector optimization lower level, European Journal of Operational Research, 197 (2009), 36-41.
doi: 10.1016/j.ejor.2008.06.026. |
[4] |
J. Bard, Practical Bilevel Optimization: Algorithm and Applications, Kluwer, Dordrecht, 1998.
doi: 10.1007/978-1-4757-2836-1. |
[5] |
H. P. Benson,
Optimization over the efficient set, Journal of Mathematical Analysis and Applications, 98 (1984), 562-580.
doi: 10.1016/0022-247X(84)90269-5. |
[6] |
H. Bonnel and J. Morgan,
Semivectorial bilevel optimization problem: Penalty approach, Journal of Optimization Theory and Applications, 131 (2006), 365-382.
doi: 10.1007/s10957-006-9150-4. |
[7] |
H. I. Calvete and C. Gale,
Linear bilevel programs with multiple objectives at the upper level, Journal of Computational and Applied Mathematics, 234 (2010), 950-959.
doi: 10.1016/j.cam.2008.12.010. |
[8] |
B. Colson, P. Marcotte and G. Savard,
An overview of bilevel optimization, Annals of Operations Research, 153 (2007), 235-256.
doi: 10.1007/s10479-007-0176-2. |
[9] |
K. Deb and A. Sinha,
Solving bilevel multi-objective optimization problems using evolutionary algorithms, Lecture Notes in Computer Science: Evolutionary Multi-criterion Optimization, 5467 (2009), 110-124.
doi: 10.1007/978-3-642-01020-0_13. |
[10] |
S. Dempe, Foundations of Bilevel Programming, Kluwer, Dordrecht, 2002. |
[11] |
S. Dempe,
Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints, Optimization, 52 (2003), 333-359.
doi: 10.1080/0233193031000149894. |
[12] |
S. Dempe and J. Dutta,
Is bilevel programming a special case of a mathematical program with complementarity constraints?, Mathematical Programming, 131 (2012), 37-48.
doi: 10.1007/s10107-010-0342-1. |
[13] |
G. Eichfelder,
Multiobjective bilevel optimization, Mathematical Programming, 123 (2010), 419-449.
doi: 10.1007/s10107-008-0259-0. |
[14] |
Y. B. Lv,
An exact penalty function approach for solving the linear bilevel multiobjective programming problem, Filomat, 29 (2015), 773-779.
doi: 10.2298/FIL1504773L. |
[15] |
Y. B. Lv and Z. P. Wan, Solving linear bilevel multiobjective programming problem via exact penalty function approach, Journal or Inequalities and Applications, 2015 (2015), 12pp.
doi: 10.1186/s13660-015-0780-7. |
[16] |
I. Nishizaki and M. Sakawa,
Stackelberg solutions to multiobjective two-level linear programming problem, Journal of Optimization Theory and Applications, 103 (1999), 161-182.
doi: 10.1023/A:1021729618112. |
[17] |
M. S. Osman, M. A. Abo-Sinna, A. H. Amer and O. E. Emam,
A multilevel nonlinear multiobjective decision making under fuzziness, Applied Mathematics and Computation, 153 (2004), 239-252.
doi: 10.1016/S0096-3003(03)00628-3. |
[18] |
C. O. Pieume, P. Marcotte and L. P. Fotso,
Solving bilevel linear multiobjective programming problems, American Journal of Operations Research, (2011), 214-219.
doi: 10.4236/ajor.2011.14024. |
[19] |
M. Sakawa and I. Nishizaki, Cooperative and Noncooperative Multi-Level Programming, Springer, Berlin, 2009.
doi: 10.1007/978-1-4419-0676-2. |
[20] |
X. Shi and H. Xia, Interactive bilevel multiobjective decision making, Journal of Operations Research Society, 48 (1997), 943-949. Google Scholar |
[21] |
X. Shi and H. Xia, Model and interative algorithm of bilevel multiobjective decision making with multiple interconnected decision makers, Journal of Multi-Criteria Decision Analysis, 10 (2001), 27-34. Google Scholar |
[22] |
H. W. Tang and X. Z. Qin, Pratical Methods of Optimization, Dalian University of Technology Press, Dalian, China, 2004. Google Scholar |
[23] |
C. Teng, L. Li and H. Li, A class of genetic algorithms on bilevel multiobjective decision making problem, Journal of Systems Science and Systems Engineering, 9 (2000), 290-296. Google Scholar |
[24] |
L. Vicente and P. Calamai,
Bilevel and multilevel programming: A bibligraphy review, Journal of Global Optimization, 5 (1994), 291-306.
doi: 10.1007/BF01096458. |
[25] |
J. Ye,
Necessary optimality conditions for multiobjective bilevel programs, Mathematics of Operations Reseach, 36 (2011), 165-184.
doi: 10.1287/moor.1100.0480. |
[26] |
G. Zhang, J. Lu and T. Dillon,
Decentralized multi-objective bilevel decision making with fuzzy demands, Knowledge-Based Systems, 20 (2007), 495-507.
doi: 10.1016/j.knosys.2007.01.003. |
[27] |
Y. Zheng and Z. Wan,
A solution method for semivectorial bilevel programming problem via penalty method, Journal of Applied Mathematics and Computing, 37 (2011), 207-219.
doi: 10.1007/s12190-010-0430-7. |
show all references
References:
[1] |
M. Abo-Sinna,
A bilevel nonlinear multiobjective decision making under fuzziness, Journal of Operational Research Society of India, 38 (2001), 484-495.
doi: 10.1007/BF03398652. |
[2] |
G. Anandalingam and D. J. White,
A solution for the linear static Stackelberg problem using penalty function, IEEE Transactions Automatic Control, 35 (1990), 1170-1173.
doi: 10.1109/9.58565. |
[3] |
Z. Ankhili and A. Mansouri,
An exact penalty on bilevel programs with linear vector optimization lower level, European Journal of Operational Research, 197 (2009), 36-41.
doi: 10.1016/j.ejor.2008.06.026. |
[4] |
J. Bard, Practical Bilevel Optimization: Algorithm and Applications, Kluwer, Dordrecht, 1998.
doi: 10.1007/978-1-4757-2836-1. |
[5] |
H. P. Benson,
Optimization over the efficient set, Journal of Mathematical Analysis and Applications, 98 (1984), 562-580.
doi: 10.1016/0022-247X(84)90269-5. |
[6] |
H. Bonnel and J. Morgan,
Semivectorial bilevel optimization problem: Penalty approach, Journal of Optimization Theory and Applications, 131 (2006), 365-382.
doi: 10.1007/s10957-006-9150-4. |
[7] |
H. I. Calvete and C. Gale,
Linear bilevel programs with multiple objectives at the upper level, Journal of Computational and Applied Mathematics, 234 (2010), 950-959.
doi: 10.1016/j.cam.2008.12.010. |
[8] |
B. Colson, P. Marcotte and G. Savard,
An overview of bilevel optimization, Annals of Operations Research, 153 (2007), 235-256.
doi: 10.1007/s10479-007-0176-2. |
[9] |
K. Deb and A. Sinha,
Solving bilevel multi-objective optimization problems using evolutionary algorithms, Lecture Notes in Computer Science: Evolutionary Multi-criterion Optimization, 5467 (2009), 110-124.
doi: 10.1007/978-3-642-01020-0_13. |
[10] |
S. Dempe, Foundations of Bilevel Programming, Kluwer, Dordrecht, 2002. |
[11] |
S. Dempe,
Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints, Optimization, 52 (2003), 333-359.
doi: 10.1080/0233193031000149894. |
[12] |
S. Dempe and J. Dutta,
Is bilevel programming a special case of a mathematical program with complementarity constraints?, Mathematical Programming, 131 (2012), 37-48.
doi: 10.1007/s10107-010-0342-1. |
[13] |
G. Eichfelder,
Multiobjective bilevel optimization, Mathematical Programming, 123 (2010), 419-449.
doi: 10.1007/s10107-008-0259-0. |
[14] |
Y. B. Lv,
An exact penalty function approach for solving the linear bilevel multiobjective programming problem, Filomat, 29 (2015), 773-779.
doi: 10.2298/FIL1504773L. |
[15] |
Y. B. Lv and Z. P. Wan, Solving linear bilevel multiobjective programming problem via exact penalty function approach, Journal or Inequalities and Applications, 2015 (2015), 12pp.
doi: 10.1186/s13660-015-0780-7. |
[16] |
I. Nishizaki and M. Sakawa,
Stackelberg solutions to multiobjective two-level linear programming problem, Journal of Optimization Theory and Applications, 103 (1999), 161-182.
doi: 10.1023/A:1021729618112. |
[17] |
M. S. Osman, M. A. Abo-Sinna, A. H. Amer and O. E. Emam,
A multilevel nonlinear multiobjective decision making under fuzziness, Applied Mathematics and Computation, 153 (2004), 239-252.
doi: 10.1016/S0096-3003(03)00628-3. |
[18] |
C. O. Pieume, P. Marcotte and L. P. Fotso,
Solving bilevel linear multiobjective programming problems, American Journal of Operations Research, (2011), 214-219.
doi: 10.4236/ajor.2011.14024. |
[19] |
M. Sakawa and I. Nishizaki, Cooperative and Noncooperative Multi-Level Programming, Springer, Berlin, 2009.
doi: 10.1007/978-1-4419-0676-2. |
[20] |
X. Shi and H. Xia, Interactive bilevel multiobjective decision making, Journal of Operations Research Society, 48 (1997), 943-949. Google Scholar |
[21] |
X. Shi and H. Xia, Model and interative algorithm of bilevel multiobjective decision making with multiple interconnected decision makers, Journal of Multi-Criteria Decision Analysis, 10 (2001), 27-34. Google Scholar |
[22] |
H. W. Tang and X. Z. Qin, Pratical Methods of Optimization, Dalian University of Technology Press, Dalian, China, 2004. Google Scholar |
[23] |
C. Teng, L. Li and H. Li, A class of genetic algorithms on bilevel multiobjective decision making problem, Journal of Systems Science and Systems Engineering, 9 (2000), 290-296. Google Scholar |
[24] |
L. Vicente and P. Calamai,
Bilevel and multilevel programming: A bibligraphy review, Journal of Global Optimization, 5 (1994), 291-306.
doi: 10.1007/BF01096458. |
[25] |
J. Ye,
Necessary optimality conditions for multiobjective bilevel programs, Mathematics of Operations Reseach, 36 (2011), 165-184.
doi: 10.1287/moor.1100.0480. |
[26] |
G. Zhang, J. Lu and T. Dillon,
Decentralized multi-objective bilevel decision making with fuzzy demands, Knowledge-Based Systems, 20 (2007), 495-507.
doi: 10.1016/j.knosys.2007.01.003. |
[27] |
Y. Zheng and Z. Wan,
A solution method for semivectorial bilevel programming problem via penalty method, Journal of Applied Mathematics and Computing, 37 (2011), 207-219.
doi: 10.1007/s12190-010-0430-7. |
Exam. No. | The Pareto optimal solution |
Exam.3 | |
Exam.4 | |
Exam.5 | |
Exam.6 |
Exam. No. | The Pareto optimal solution |
Exam.3 | |
Exam.4 | |
Exam.5 | |
Exam.6 |
Exam. No. | Results in this paper | Results by the algorithm in [15] |
Exam.3 | ||
Exam.4 | ||
Exam.5 | ||
Exam.6 | ||
Exam. No. | Results in this paper | Results by the algorithm in [15] |
Exam.3 | ||
Exam.4 | ||
Exam.5 | ||
Exam.6 | ||
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