Degree Type


Date of Award


Degree Name

Doctor of Philosophy


Industrial and Manufacturing Systems Engineering


Industrial and Manufacturing Systems Engineering

First Advisor

Lizhi Wang

Second Advisor

Guiping Hu


The general form of a multi-level mathematical programming problem is a set of nested optimization problems, in which each level controls a series of decision variables independently. However, the value of decision variables may also impact the objective function of other levels. A two-level model is called a bilevel model and can be considered as a Stackelberg game with a leader and a follower. The leader anticipates the response of the follower and optimizes its objective function, and then the follower reacts to the leader's action.

The multi-level decision-making model has many real-world applications such as government decisions, energy policies, market economy, network design, etc. However, there is a lack of capable algorithms to solve medium and large scale these types of problems. The dissertation is devoted to both theoretical research and applications of multi-level mathematical programming models, which consists of three parts, each in a paper format.

The first part studies the renewable energy portfolio under two major renewable energy policies. The potential competition for biomass for the growth of the renewable energy portfolio in the United States and other interactions between two policies over the next twenty years are investigated. This problem mainly has two levels of decision makers: the government/policy makers and biofuel producers/electricity generators/farmers. We focus on the lower-level problem to predict the amount of capacity expansions, fuel production, and power generation. In the second part, we address uncertainty over demand and lead time in a multi-stage mathematical programming problem. We propose a two-stage tri-level optimization model in the concept of rolling horizon approach to reducing the dimensionality of the multi-stage problem. In the third part of the dissertation, we introduce a new branch and bound algorithm to solve bilevel linear programming problems. The total time is reduced by solving a smaller relaxation problem in each node and decreasing the number of iterations. Computational experiments show that the proposed algorithm is faster than the existing ones.

Copyright Owner

Mohammad Rahdar



File Format


File Size

100 pages