A weighting method for 0-1 indefinite quadratic bilevel programming

In this paper a weighting method is developed to find the solution of a 0-1 Indefinite Quadratic Bilevel Programming problem. The proposed approach converts the hierarchical system into a scalar optimization problem by finding the proper weights using the Analytic Hierarchy Process (AHP). These weights are used to combine the objective functions of both levels into one objective. Here, the relative weights represent the relative importance of the objective functions. The reduced problem, that is, the scalar optimization problem is then linearized and it is solved with an appropriate optimization software. The algorithm is explained with the help of an example.