Solution of a bi-level programming problem with inexact parameters

Abstract

In a bi-level programming, coefficients in the objective functions and the constraints may not to be fixed real numbers due to the presence of uncertainties in the domain of the model. This paper develops a methodology to solve these type bi-level programming problems whose parameters in the upper and lower level objective functions and constraints vary in intervals. A methodology is derived to find a compromising solution. The methodology is illustrated through numerical example.