NONLINEAR INTEGER BILEVEL PROGRAMMING

In many decentralized organizations, resource planning with sequential decision making can be formulated as a multi-level programming proble m. In such cases, the decision variables are partitioned among the dec ision makers. Each of the decision makers optimizes his/her own object ive function. This paper presents an algorithm using parametric analys is to solve a typical kind of nonlinear integer multilevel programming problems, called separable integer monotone bilevel programming (SIMB P), and then extends the algorithm for solving a parametric SIMBP prob lem. A numerical example with application of reliability optimization is given to illustrate the solution method.