A New Method for Solving Multiobjective Bilevel Programs
Joint Authors
Ji, Ying
Qu, Shaojian
Yu, Zhensheng
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-03-23
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
We study a class of multiobjective bilevel programs with the weights of objectives being uncertain and assumed to belong to convex and compact set.
To the best of our knowledge, there is no study about this class of problems.
We use a worst-case weighted approach to solve this class of problems.
Our “worst-case weighted multiobjective bilevel programs” model supposes that each player (leader or follower) has a set of weights to their objectives and wishes to minimize their maximum weighted sum objective where the maximization is with respect to the set of weights.
This new model gives rise to a new Pareto optimum concept, which we call “robust-weighted Pareto optimum”; for the worst-case weighted multiobjective optimization with the weight set of each player given as a polytope, we show that a robust-weighted Pareto optimum can be obtained by solving mathematical programing with equilibrium constraints (MPEC).
For an application, we illustrate the usefulness of the worst-case weighted multiobjective optimization to a supply chain risk management under demand uncertainty.
By the comparison with the existing weighted approach, we show that our method is more robust and can be more efficiently applied to real-world problems.
American Psychological Association (APA)
Ji, Ying& Qu, Shaojian& Yu, Zhensheng. 2017. A New Method for Solving Multiobjective Bilevel Programs. Discrete Dynamics in Nature and Society،Vol. 2017, no. 2017, pp.1-10.
https://search.emarefa.net/detail/BIM-1151263
Modern Language Association (MLA)
Ji, Ying…[et al.]. A New Method for Solving Multiobjective Bilevel Programs. Discrete Dynamics in Nature and Society No. 2017 (2017), pp.1-10.
https://search.emarefa.net/detail/BIM-1151263
American Medical Association (AMA)
Ji, Ying& Qu, Shaojian& Yu, Zhensheng. A New Method for Solving Multiobjective Bilevel Programs. Discrete Dynamics in Nature and Society. 2017. Vol. 2017, no. 2017, pp.1-10.
https://search.emarefa.net/detail/BIM-1151263
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1151263