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Solving a class of multiobjective bilevel problems by DC programming

Author

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  • Aicha Anzi
  • Mohammed Said Radjef

Abstract

In this paper, we consider a class of multiobjective bilevel programming problems in which the first level objective function is assumed to be a vector valued DC function and the second level problem is a linear multiobjective program. The problem is transformed into a standard single optimisation problem by using a preference function. We give a characterisation to the induced region and reformulate the problem as a problem of optimising a function over the efficient set. Next, a well-known representation of the efficient set is used which will allow to transform the problem, using an exact penalisation, into a DC program. Finally, we apply the DC algorithm to solve the resulting DC program.

Suggested Citation

  • Aicha Anzi & Mohammed Said Radjef, 2020. "Solving a class of multiobjective bilevel problems by DC programming," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 37(2), pages 157-173.
    • Handle: RePEc:ids:ijores:v:37:y:2020:i:2:p:157-173
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