Cybernetics And Systems Analysis logo
Editorial Board Announcements Abstracts Authors Archive
Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.8
I.V. Sergienko1, N.V. Semenova2, V.V. Semenov3


1 V.M. Glushkov Institute of Cybernetics, National Academy
of Sciences of Ukraine, Kyiv, Ukraine

incyb@incyb.kiev.ua

2 V.M. Glushkov Institute of Cybernetics, National Academy
of Sciences of Ukraine, Kyiv, Ukraine

nvsemenova@meta.ua

3 V.M. Glushkov Institute of Cybernetics, National Academy
of Sciences of Ukraine, Kyiv, Ukraine

semenov.jr@gmail.com

BILEVEL OPTIMIZATION PROBLEMS OF DISTRIBUTION OF INTERBUDGETARY
TRANSFERS UNDER GIVEN LIMITATIONS

Abstract. The problems of optimal distributing of transfers within given budget limitations are defined and investigated. The mathematical model is presented as a bilevel linear optimization problem that contain linear problems of integer optimization at the bottom level. Both optimistic and pessimistic versions of the problem were considered. For the approximate solution of the optimistic version the algorithm of finding local solutions for parametric lower-level integer programming problems on the basis of the method of directing neighborhoods was proposed. The auxiliary integer programming problem with Boolean variables of a higher level is solved based on local algorithms.

Keywords: bilevel optimization problem, integer optimization, parametric programming, Boolean variables, local algorithm.



FULL TEXT

REFERENCES

  1. Mikhalevich M.V., Sergienko I.V. Modeling the transition economy: models, methods, information technology [in Russian]. Kiev: Nauk. dumka, 2005. 672 p.

  2. Sergienko I.V., Semenov V.V. Modeling the system of intergovernmental transfers in Ukraine. Problemy upravleniya i informatiki. 2013. N 4. P. 129–138.

  3. Semenov V.V. Modeling the impact of intergovernmental transfers of Ukraine on the financing of social infrastructure. Dop. of NAS of Ukraine. 2013. N 10. P. 47–53.

  4. Sergienko I.V. Topical directions of informatics. In memory of V.M. Glushkov. New York; Heidelberg; Dordrecht; London: Springer, 2014. 286 p.

  5. Semenov V.V. Economic-statistical models and methods of social process research: inequality, poverty, polarization [in Ukrainian]. Kiev: RVV PUSKU, 2008. Vol. 1. 238 p.; Vol. 2. 270 p.

  6. Sergienko I.V. Methods of optimization and system analysis for problems of trans-computational complexity [in Ukrainian]. Kyiv: Academperiodica, 2010. 318 p.

  7. Semenov V.V., Semenova N.V. Progressive redistribution in the system of intergovernmental transfers of Ukraine. Teoriya optymalʹnykh rishenʹ. Kiev: V.M. Glushkov Cybernetics Institute of NAS of Ukraine, 2014. P. 68–75.

  8. Semenov V.V. Aligning properties of the system of intergovernmental transfers of Ukraine. Spoleczno-ekonomiczne problemy gospodarowania w warunkach transformacji. 2011. Warszawa: P. 117–131.

  9. Semenov V.V., Semenova N.V. The progressiveness of tax systems. Zovnishnya torhivlya: ekonomika, finansy, pravo. 2011. N 2. P. 69–75.

  10. Sergienko I.V. Mathematical models and methods for solving discrete optimization problems [in Russian]. Kiev: Nauk. dumka, 1988. 472 p.

  11. Sergienko I.V., Kozeratskaya L.N., Lebedeva T.T. The study of stability and parametric analysis of discrete optimization problems [in Russian]. Kiev: Science. dumka, 1995. 170 p.

  12. Sergienko I.V., Shylo V.P. Discrete optimization: problems, methods, solutions, research [in Russian]. Kiev: Nauk. dumka, 2003. 262 p.

  13. Mesarovich M., Mako D., Takahara I. Theory of hierarchical multilevel systems [Russin translation]. Moscow: Mir, 1973. 344 p.

  14. Germeyer Yu.B. Games with opposing interests [in Russian]. Moscow: Nauka, 1976. 326 p.

  15. Beiko I.V., Zinko P.M., Konechniy O.G. Problems, methods and algorithms for optimization [in Ukrainian]. Rivne: RVV NUDVP, 2011. 624 p.

  16. Stackelberg H.F. Marktform und Gleichgewicht. Berlin: Springer-Verlag, 1934.

  17. Bracken J., McGill J.T. Mathematical programs with optimization problems in the constraints. Operations Research. 1973. Vol. 21, N 1. Р. 37–44.

  18. Вen-Ayed O. Bilevel linear programming. Comput. Oper. Res. 1993. Vol. 20. N 5. P. 485–501.

  19. Bard J. Practical bilevel optimization. Algorithms and applications. Dordrecht: Kluwer Acad. Publ., 1998. 476 p.

  20. Dempe S. Foundations of bilevel programming. Dordrecht: Kluwer Acad. Publ., 2002.

  21. Vicente L.N., Calamai P.H. Bilevel and multilevel programming. A bibliography review. J. Global Optim. 1994. Vol. 5, N 3. P. 291–306.

  22. Dempe S. Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints. Optimization. 2003. Vol. 52, N 3. P. 33–35.

  23. Dempe S. Bilevel programming. A Survey. Preprint TU Bergakademie Freiberg Nr. 2003-11. Fakultat fur Mathematik und Informatik.

  24. Hansen P., Jaumard B., and Savard G. New branch-and-bound rules for linear bilevel programming. SIAM. Journal on Scientific and Statistical Computing. 1992. Vol. 13. P. 1194–1217.

  25. Vicente L., Savard G., Judice J. Discrete linear bilevel programming problem. Journal of optimization theory and applications. 1996. Vol. 89, N 3. P. 597–614.

  26. Sinha A., Malo P., Deb K. A review on bilevel optimization: From classical to evolutionary approaches and applications. IEEE Transactions on Evolutionary Computation. 2018. Vol. 22, N 2. P. 278–295.

  27. Semenova N.V. Methods of searching for guaranteeing and optimistic solutions to integer optimization problems under uncertainty. Cybernetics and Systems Analysis. 2007. Vol. 43, N 1. Р. 85–93.

  28. Sergienko I.V., Semenova N.V. Integer programming problems with inexact data: Exact and approximate solutions. Cybernetics and Systems Analysis. 1995. Vol. 31, N 6. P. 842–851.

  29. Roshchin V.A., Semenova N.V., Sergienko I.V. Solution and investigation of one class of inexact integer programming problems. Cybernetics. 1989. Vol. 25, N 2. P. 185–193.

  30. Semenova N.V. Solution of a generalized integer-valued programming problem. Cybernetics. 1984. Vol. 20, N 5. P. 641–651.

  31. Bard J.F., Moore J. An algorithm for the discrete bilevel programming problem. Naval Research Logistics. 1992. Vol. 39. Р. 419–435.

  32. Caprara A., Fischetti M. Odd cut-sets, odd cycles, and 0-1/2 Chvata–Gomory cuts. Working Paper. Univ. Padua, Italy, 1994.

  33. Vicente L.N., Savard G., Judice J.J. The discrete linear bilevel programming problem. Report N. G-94–12, GERAD, Ecole Polytechnique Universite McGill. Montreal, 1994.

  34. Sergienko I.V., Shylo V.P. Discrete optimization problems: complex problems, basic approaches to their solution. Kibernetika i sistemnyj analiz. 2006. Vol. 42, N 4. P. 3–25.
© 2019 Kibernetika.org. All rights reserved.