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An Evolutionary Algorithm for Solving Bilevel Programming Problems Using Duality Conditions
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-17
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
Bilevel programming is characterized by two optimization problems located at different levels, in which the constraint region of the upper level problem is implicitly determined by the lower level problem.
This paper is focused on a class of bilevel programming with a linear lower level problem and presents a new algorithm for solving this kind of problems by combining an evolutionary algorithm with the duality principle.
First, by using the prime-dual conditions of the lower level problem, the original problem is transformed into a single-level nonlinear programming problem.
In addition, for the dual problem of the lower level, the feasible bases are taken as individuals in population.
For each individual, the values of dual variables can be obtained by taking the dual problem into account, thus simplifying the single-level problem.
Finally, the simplified problem is solved, and the objective value is taken as the fitness of the individual.
Besides, when nonconvex functions are involved in the upper level, a coevolutionary scheme is incorporated to obtain global optima.
In the computational experiment, 10 problems, smaller or larger-scale, are solved, and the results show that the proposed algorithm is efficient and robust.
American Psychological Association (APA)
Li, Hecheng& Fang, Lei. 2012. An Evolutionary Algorithm for Solving Bilevel Programming Problems Using Duality Conditions. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-1001621
Modern Language Association (MLA)
Li, Hecheng& Fang, Lei. An Evolutionary Algorithm for Solving Bilevel Programming Problems Using Duality Conditions. Mathematical Problems in Engineering No. 2012 (2012), pp.1-14.
https://search.emarefa.net/detail/BIM-1001621
American Medical Association (AMA)
Li, Hecheng& Fang, Lei. An Evolutionary Algorithm for Solving Bilevel Programming Problems Using Duality Conditions. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-1001621
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1001621