Abstract.In this paper, a new penalty function approach is proposed for the linear bilevel multiobjective programming problem. Using the optimality conditions of the lower level problem, we transform ...

The generalized linear programming algorithm allows an arbitrary mathematical programming minimization problem to be analyzed as a sequence of linear programming approximations. Under fairly general ...

This example shows how to use PROC LP to solve a linear goal-programming problem. PROC LP has the ability to solve a series of linear programs, each with a new objective function. These objective ...