Generating Efficient Solutions in Bilevel Multi-Objective Programming Problems

Abstract

In this paper, we address bilevel multi-objective programming problems (BMPP) in which the decision maker at each level has multiple objective functions conflicting with each other. Given a BMPP, we show how to construct two artifi-cial multiobjective programming problems such that any point that is efficient for both the two problems is an efficient solution of the BMPP. Some necessary and sufficient conditions for which the obtained result is applicable are provided. A complete procedure of the implementation of an algorithm for generating efficient solutions for the linear case of BMPP is presented. A numerical example is provided to illustrate how the algorithm operates