MULTI-LEVEL INTEGER PROGRAMMING PROBLEM WITH MULTIPLE OBJECTIVES AT EACH LEVEL

Abstract

A Multi-Level Programming Problem (MLPP) is a hierarchical optimization problem where the constraint region of the first level is implicitly determined by the other optimization problems. In this paper, an integer multi-level programming problem is considered. At each level, there are multiple objective functions which are linear fractional and the feasible region is assumed to be a convex polyhedron. Here, the variables are bounded. An algorithm is developed for ranking and scanning the set of feasible solutions. These ranked solutions are used to find the efficient solution of Multi- Level Linear Fractional Programming Problem (MLLFPP). An example is illustrated and solved using LINGO 17.