Evolutionary algorithm for bilevel optimization using approximations of the lower level optimal solution mapping
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- 作者：Ankur Sinha ; a ; asinha@iima.ac.in" class="auth_mail" title="E-mail the corresponding author ; ankur.sinha@gmail.com" class="auth_mail" title="E-mail the corresponding author ; Pekka Malob ; pekka.malo@aalto.fi" class="auth_mail" title="E-mail the corresponding author ; Kalyanmoy Debc ; kdeb@egr.msu.edu" class="auth_mail" title="E-mail the corresponding author
- 关键词：Bilevel optimization ; Evolutionary algorithms ; Quadratic approximations
- 刊名：European Journal of Operational Research
- 出版年：2017
- 出版时间：1 March 2017
- 年：2017
- 卷：257
- 期：2
- 页码：395-411
- 全文大小：1418 K
文摘
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A bilevel algorithm based on approximations of the reaction set mapping is proposed.
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Theoretical results in classical bilevel optimization motivate the algorithm design.
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Results are provided for unconstrained and constrained bilevel test problems.
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Comparison results against benchmarks show a substantial performance gain.