• ON THE SOLUTION OF ROUGH GOAL BI-LEVEL QUADRATIC PROGRAMMING PROBLEM

Abstract

This paper presents a bi- level quadratic multi-objective programming problem with linear constraints, in which the non-linear objective functions are to be maximized with different rough goals. First discussion how to turn a constrained model with random rough variables into crisp equivalent models. Then using the approach of the iterative goal programming method of Dauer and Krueger to develop the optimal solution of the bi-level decision- maker, and then use the concepts of tolerance membership function technique to generate the optimal solution for this problem. Finally, a numerical example is introduced to clarify the developed theory.