An Approach for a Class of Bilevel Multiobjective Programming Problem

Bilevel programming, one of the multilevel programming, is a class of optimization with hierarchical structure. This paper proposes a algorithm for a class of bilevel nonlinear programming. In this algorithm, by use of optimization over the efficient set of a parametric multiple objective linear programming problem, the bilevel nonlinear programming is transformed into a problem maximizing a function over the efficient of a parametric multiple objective linear programming problem, which can be turned into a series of programming problem with linear constraints.