Issue: 2018/Vol.28/No.2, Pages 5-21
BRANCH AND BOUND ALGORITHM FOR DISCRETE MULTI- LEVEL LINEAR FRACTIONAL PROGRAMMING PROBLEM
Cite as: R. Arora, K. Gupta. Branch and bound algorithm for discrete multi- level linear fractional programming problem. Operations Research and Decisions 2018: 28(2), 5-21. DOI 10.5277/ord180201
An algorithm is proposed to find an integer solution for bilevel linear fractional programming problem with discrete variables. The method develops a cut that removes the integer solutions which are not bilevel feasible. The proposed method is extended from bilevel to multilevel linear fractional programming problems with discrete variables. The solution procedure for both the algorithms is elucidated in the paper.
Keywords: linear fractional programming problem, bilevel programming, multilevel programming, discrete variables, integer solution, branch and bound cut
Received: 13 November 2017 Accepted: 14 May 2018