AN EXTENDED BRANCH-AND-BOUND ALGORITHM FOR FUZZY LINEAR BILEVEL PROGRAMMING

This paper presents an extended Branch-and-Bound algorithm for solving fuzzy linear bilevel programming problems. In a fuzzy bilevel programming model, the leader attempts to optimize his/her fuzzy objective with a consideration of overall satisfaction, and the follower tries to find an optimized strategy, under himself fuzzy objective, according to each of possible decisions made by the leader. This paper first proposes a new solution concept for fuzzy linear bilevel programming. It then presents a fuzzy number based extended Branch-and-bound algorithm for solving fuzzy linear bilevel programming problems.