An algorithm for general multilevel linear/linear fractional programming problems (Q6108457)

Summary: In this study, we propose an enumerative algorithm to find the global optima of the general multi-level linear/linear fractional programming problem in which the objective function of the first level is linear and the other levels are linear fractional and the dominance value is assigned at each level. The feasible region of the problem is considered as a polyhedron. We demonstrate the feasibility of the proposed approach by its application to a multi-national company with the help of a numerical example.