• Management Science and Financial Engineering
• /
• v.12 no.1
• /
• pp.113-125
• /
• 2006

Bilevel programming problem is a two-stage optimization problem where the constraint region of the first level problem is implicitly determined by another optimization problem. In this paper we consider the bilevel quadratic/linear fractional programming problem in which the objective function of the first level is quasiconcave, the objective function of the second level is linear fractional and the feasible region is a convex polyhedron. Considering the relationship between feasible solutions to the problem and bases of the coefficient submatrix associated to variables of the second level, an enumerative algorithm is proposed which finds a global optimum to the problem.

• Journal of applied mathematics & informatics
• /
• v.28 no.3_4
• /
• pp.597-610
• /
• 2010

For a class of nonlinear bilevel programming problems in which the follower's problem is linear, the paper develops a genetic algorithm based on the optimality conditions of linear programming. At first, we denote an individual by selecting a base of the follower's linear programming, and use the optimality conditions given in the simplex method to denote the follower's solution functions. Then, the follower's problem and variables are replaced by these optimality conditions and the solution functions, which makes the original bilevel programming become a single-level one only including the leader's variables. At last, the single-level problem is solved by using some classical optimization techniques, and its objective value is regarded as the fitness of the individual. The numerical results illustrate that the proposed algorithm is efficient and stable.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.8 no.3
• /
• pp.984-996
• /
• 2014

In this paper, optimal sensing time allocation for adaptive multiband spectrum sensing-transmission procedure is investigated. The sensing procedure consists of an exploration phase and a detection phase. We first formulate an optimization problem to maximize the throughput by designing not only the overall sensing time, but also the sensing time for every stage in the exploration and detection phases, while keeping the miss detection probability for each channel under a pre-defined threshold. Then, we transform the initial non-convex optimization problem into a convex bilevel optimization problem to make it mathematically tractable. Simulation results show that the optimized sensing time setting in this paper can provide a significant performance gain over the previous studies.

• International Journal of Reliability and Applications
• /
• v.17 no.1
• /
• pp.85-105
• /
• 2016

In this paper accelerated life testing is incorporated in quality control technique of acceptance sampling plan to induce early failures in high reliability products.Stress under accelerated condition can be applied in constant-stress, step-stress and progressive-stress or combination of such loadings. A ramp-stress results when stress is increased linearly (from zero) with time. In this paper optimum failure-censored ramp-stress accelerated life test sampling plan for log-logistic distribution has been formulated with cost considerations. The log-logistic distribution has been found appropriate for insulating materials. The optimal plans consist in finding optimum sample size, sample proportion allocated to each stress, and stress rate factor such that producer's and consumer's interests are safeguarded. Variance optimality criterion is used when expected cost per lot is not taken into consideration, and bilevel programming approach is used in cost optimization problems. The methods developed have been illustrated using some numerical examples, and sensitivity analyses carried out in the context of ramp-stress ALTSP based on variable SSP for proportion nonconforming.

• The Transactions of the Korean Institute of Electrical Engineers A
• /
• v.53 no.8
• /
• pp.484-489
• /
• 2004

When the energy resource available to a particular plant (be it coal, oil, gas, water, or nuclear fuel) is a limiting factor in the operation of the plant, the entire economic dispatch calculation must be done differently. Each economic dispatch calculation must account for what happened before and what will happen in the future. This paper presents a formulation and a solution method for the optimization problem with a fuel constraint in a competitive electricity market. Take-or- Pay (TOP) contract for an energy resource is the typical constraint as a limiting factor. Two approaches are proposed in this paper for modeling the dispatch calculation in a market mechanism. The approaches differ in the subject who considers and inserts the fuel-constraint into its optimization problem. Market operator and each power producer having a TOP contract are assumed as such subjects. The two approaches are compared from the viewpoint of profits. surplus. and social welfare on the basis of Nash Equilibrium.

• Smart Structures and Systems
• /
• v.16 no.1
• /
• pp.27-46
• /
• 2015

Active surface adjustment of cable net structures is becoming significant when large-size cable net structures are widely applied in various fields, especially in satellite antennas. A general-duty adjustment method based on active cables is proposed to achieve active surface adjustment or surface profile reconfiguration of cable net structures. Piezoelectric actuators and voice coil actuators are selected for constructing active cable structures and their simplified mechanical models are proposed. A bilevel optimization model of active surface adjustment is proposed based on the nonlinear static model established by the direct stiffness method. A pattern search algorithm combined with the trust region method is developed to solve this optimization problem. Numerical examples of a parabolic cable net reflector are analyzed and different distribution types of active cables are compared.