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Pessimistic Referential-Uncooperative Linear Bilevel Multi-follower Decision Making with An Application to Water Resources Optimal Allocation

Yue Zheng(zhengyuestone***at***126.com)
Yuxin Fan(zhengyuestone***at***126.com)
Xiangzhi Zhuo(zhengyuestone***at***126.com)
Jiawei Chen(j.w.chen713***at***163.com)

Abstract: In this paper, we study a pessimistic linear bilevel multi-follower programming problem in a referential-uncooperative situation (for short, PLBMF-RU) where the followers are uncooperative while having cross reference to decision making information of the other followers. We first give a model and the solution definitions of PLBMF-RU, and then use a simple example to illustrate it. Furthermore, we develop an algorithm based on the penalty function method with finite termination to solve PLBMF-RU. Finally, a case study of water resources optimal allocation illustrates the feasibility of the proposed algorithm.

Keywords: Bilevel multi-follower programming; Pessimistic formulation; Multiple followers; Water resources optimal allocation

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Category 2: Applications -- Science and Engineering (Civil and Environmental Engineering )

Citation: Y. Zheng, Y. Fan, X. Zhuo and J.W. Chen, Pessimistic Referential-Uncooperative Linear Bilevel Multi-follower Decision Making with An Application to Water Resources Optimal Allocation, 2016.

Download: [PDF]

Entry Submitted: 11/27/2016
Entry Accepted: 11/27/2016
Entry Last Modified: 11/27/2016

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