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Author Country (or Countries)

Egypt

Abstract

This paper focuses on the solution of a three level large scale quadratic integer programming problem (TLLSQIPP) where there are some or all of rough coefficients in the objective function and that has block angular structure of the constraints. An algorithm based on interval method, Taylor’s series, decomposition algorithm and branch and bound method is suggested to find a compromised solution for the problem under consideration. Then, the proposed algorithm is compared to Frank and Wolfe algorithm to demonstrate its effectiveness. Finally, a numerical illustrative example is given to clarify the main results developed in this paper.

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/060206

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