A Decomposition Algorithm for Solving a Three Level Large Scale linear Programming Problem

作者：Sultan T I; Emam O E^*; Abohany A A

来源：Applied Mathematics & Information Sciences, 2014, 8(5): 2217-2223.

DOI：10.12785/amis/080515

• Large scale problems
• linear programming
• three-level programming
• decomposition algorithm

This paper presents a three level large scale linear programming problem in which the objective functions at every level are to be maximized. A three level programming problem can be thought as a static version of the Stackelberg strategy. An algorithm for solving a three planner model and a solution method for treating this problem are suggested. At each level we attempt to optimize its problem separately as a large scale programming problem using Dantzig and Wolfe decomposition method. Therefore, we handle the optimization process through a series of sub problems that can be solved independently. Finally, a numerical example is given to clarify the main results developed in this paper.

• 出版日期2014-9