An evolutionary algorithm for solving bilevel programming problems using duality conditions
type: Item
instance of: scholarly article
title: An evolutionary algorithm for solving bilevel programming problems using duality conditions
zbMATH Open document ID: 1264.90153
DOI: 10.1155/2012/471952
author: Hecheng Li
author: Lei Fang
published in: Mathematical Problems in Engineering
publication date: 2013-06-11T00:00:00Z
review text: Summary: 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.
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C60
zbMATH DE Number: 6173307
Wikidata QID: Q58911719
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/471952
OpenAlex ID: W2107490282
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description: scientific article; zbMATH DE number 6173307