Penalty function approach to linear trilevel programming. (English) Zbl 0898.90089
Summary: We study a trilevel decision-making situation in which decisionmaker 1 selects an action, within a specified constraint set, then decisionmaker 2 selects an action within a constraint set determined by the action of decisionmaker 2, and finally decisionmaker 3 selects an action within a constraint set determined by the actions of decisionmakers 1 and 2. Each decisionmaker has an objective function to be optimized within the imposed constraint set. J. F. Bard [IEEE Trans. Syst. Man. Cybern. 14, 711-717 (1984)] presents a five-step algorithm for solving this problem. This paper presents an alternative approach to the key first step of that algorithm, which has some qualitative advantages over it.
MSC:
| 90C05 | Linear programming |
References:
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