Pessimistic Referential-Uncooperative Linear Bilevel Multi-follower Decision Making with An Application to Water Resources Optimal Allocation
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.
Entry Submitted: 11/27/2016
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