Connections Between Single-Level and Bilevel Multiobjective Optimization

The relationship between bilevel optimization and multiobjective optimization has been studied by several authors, and there have been repeated attempts to establish a link between the two. We unify the results from the literature and generalize them for bilevel multiobjective optimization. We formulate sufficient conditions for an arbitrary binary relation to guarantee equality between the efficient set produced by the relation and the set of optimal solutions to a bilevel problem. In addition, we present specially structured bilevel multiobjective optimization problems motivated by real-life applications and an accompanying binary relation permitting their reduction to single-level multiobjective optimization problems.

[1]  Patrice Marcotte,et al.  A note on the Pareto optimality of solutions to the linear bilevel programming problem , 1991, Comput. Oper. Res..

[2]  P. Pardalos,et al.  Pareto optimality, game theory and equilibria , 2008 .

[3]  Stephan Dempe,et al.  Foundations of Bilevel Programming , 2002 .

[4]  J. Ecker,et al.  Optimizing a linear function over an efficient set , 1994 .

[5]  Paul H. Calamai,et al.  Bilevel and multilevel programming: A bibliography review , 1994, J. Glob. Optim..

[6]  Jonathan F. Bard,et al.  Practical Bilevel Optimization: Algorithms and Applications , 1998 .

[7]  Serpil Sayin,et al.  Optimizing Over the Efficient Set Using a Top-Down Search of Faces , 2000, Oper. Res..

[8]  Yuping Wang,et al.  A Genetic Algorithm for Multiobjective Bilevel Convex Optimization Problems , 2009, 2009 International Conference on Computational Intelligence and Security.

[9]  S. R. Arora,et al.  Indefinite Quadratic Bilevel Programming Problem with Multiple Objectives at Both Levels , 2009 .

[10]  Jonathan F. Bard,et al.  Practical Bilevel Optimization , 1998 .

[11]  Herminia I. Calvete,et al.  Linear bilevel programs with multiple objectives at the upper level , 2010, J. Comput. Appl. Math..

[12]  Patrice Marcotte,et al.  An overview of bilevel optimization , 2007, Ann. Oper. Res..

[13]  Yafeng Yin,et al.  Multiobjective bilevel optimization for transportation planning and management problems , 2002 .

[14]  János FÜLÖP On the equivalency between a linear bilevel programming problem and linear optimization over the efficient set 0 , 2007 .

[15]  Yoshitsugu Yamamoto,et al.  Optimization over the efficient set: overview , 2002, J. Glob. Optim..

[16]  Kaisa Miettinen,et al.  Nonlinear multiobjective optimization , 1998, International series in operations research and management science.

[17]  L. N. Vicente,et al.  Multicriteria Approach to Bilevel Optimization , 2006 .

[18]  Margaret M. Wiecek,et al.  Interactive Coordination of Objective Decompositions in Multiobjective Programming , 2008, Manag. Sci..

[19]  H. P. Benson,et al.  A finite, nonadjacent extreme-point search algorithm for optimization over the efficient set , 1992 .

[20]  S. Dempe Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints , 2003 .

[21]  Mahmoud A. Abo-Sinna,et al.  A multi-level non-linear multi-objective decision-making under fuzziness , 2004, Appl. Math. Comput..

[22]  Johannes Jahn,et al.  Vector optimization - theory, applications, and extensions , 2004 .

[23]  Harold P. Benson,et al.  An all-linear programming relaxation algorithm for optimizing over the efficient set , 1991, J. Glob. Optim..

[24]  Matthias Ehrgott,et al.  Multicriteria Optimization (2. ed.) , 2005 .

[25]  Ibrahim A. Baky,et al.  Interactive balance space approach for solving multi-level multi-objective programming problems , 2007, Inf. Sci..

[26]  Stephan Dempe,et al.  Computing the Pareto frontier of a bi-objective bi-level linear problem using a multiobjective mixed-integer programming algorithm , 2012 .

[27]  Tharam S. Dillon,et al.  Solution Concepts and an Approximation Kuhn–Tucker Approach for Fuzzy Multiobjective Linear Bilevel Programming , 2008 .

[28]  Gabriele Eichfelder,et al.  Multiobjective bilevel optimization , 2010, Math. Program..

[29]  Johan Philip,et al.  Algorithms for the vector maximization problem , 1972, Math. Program..

[30]  X Shi,et al.  Interactive bilevel multi-objective decision making , 1997 .

[31]  Xinping Shi,et al.  Model and interactive algorithm of bi-level multi-objective decision-making with multiple interconnected decision makers , 2001 .

[32]  M. Sakawa,et al.  Stackelberg Solutions to Multiobjective Two-Level Linear Programming Problems , 1999 .

[33]  Matthias Ehrgott,et al.  Multicriteria Optimization , 2005 .

[34]  Efstratios N. Pistikopoulos,et al.  Optimization issues of the broke management system in papermaking , 2011, Comput. Chem. Eng..

[35]  Ichiro Nishizaki,et al.  Cooperative and Noncooperative Multi-Level Programming , 2009 .

[36]  L. P. Fotso,et al.  Solving bilevel programming problems with multicriteria optimization techniques , 2009 .

[37]  H. P. Benson,et al.  Optimization over the efficient set , 1984 .

[38]  J. Morgan,et al.  Semivectorial Bilevel Optimization Problem: Penalty Approach , 2006 .

[39]  J. G. Ecker,et al.  Solving Bilevel Linear Programs Using Multiple Objective Linear Programming , 2009 .

[40]  Ibrahim A. Baky Solving multi-level multi-objective linear programming problems through fuzzy goal programming approach , 2010 .

[41]  Ibrahim A. Baky Fuzzy goal programming algorithm for solving decentralized bi-level multi-objective programming problems , 2009, Fuzzy Sets Syst..

[42]  D. Ivanenko,et al.  Reducibility of bilevel programming problems to vector optimization problems , 2008 .

[43]  Masatoshi Sakawa,et al.  A fuzzy approach to hierarchical multiobjective programming problems and its application to an industrial pollution control problem , 2009, Fuzzy Sets Syst..

[44]  Kaisa Miettinen,et al.  A Scenario-Based Interactive Multiobjective Optimization Method for Decision Making under Uncertainty , 2010 .

[45]  Kalyanmoy Deb,et al.  Solving Bilevel Multi-Objective Optimization Problems Using Evolutionary Algorithms , 2009, EMO.