OLVING TRI-LEVEL LINEAR PROGRAMMING PROBLEM BY A NOVEL HYBRID ALGORITHM

OLVING TRI-LEVEL LINEAR PROGRAMMING PROBLEM BY A NOVEL HYBRID ALGORITHM

S. F. Tayebnasab, F. Hamidi, M. Allahdadi

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Abstract

This paper presents a revised hybrid algorithm to solve a tri-level linear programming problem, a generalization of a bi-level one, involving three decision makers at the upper, middle, and lower levels. The decision-making priority is from top to bottom and the decision of each decision maker affects the decision space of others. A hybrid algorithm has been already proposed to solve this problem, but it does not ensure to converge whereas the proposed novel revised algorithm lacks this drawback and ensures convergence.

Keywords

Tri-Level Linear Programming, Convergence, Sequential Linear Complemen- tary Problem, Decentralized Decision Making.