A Genetic Algorithm for Solving a Class of Multi-objective Bilevel Programming Problems

A Genetic Algorithm for Solving a Class of Multi-objective Bilevel Programming Problems

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时间:2019-07-29

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1、EducationandManagementInnovation  7AGeneticAlgorithmforSolvingaClassofMulti-objectiveBilevelProgrammingProblemsShanfengZhang,KeqiangLi(名前,姓后)DepartmentofComputer,******University,Guangzhou,810008,ChinaAbstractAtpresent,mostoftheresearchesonbilevelprogrammingproblemsarefocused

2、onsingleobjectivecases.Thispaperdiscussesabilevelprogrammingproblemwithupperlevelmulti-objectiveoptimization.Inordertosolvetheproblemefficiently,wepresentageneticalgorithmusinginterpolation.Thismethoddoesnotrequiresolvingloweroptimizationproblemfrequently.Intheproposedalgorit

3、hm,firstly,theinterpolationfunctionsareadoptedtoapproximatelowerlevelsolutionfunctions.Asaresult,theoriginalproblemcanbeapproximatedbyasingle-levelmulti-objectiveprogramming.Inaddition,thecorrespondinginterpolationfunctionsareupdatedsuchthatthesefunctionscanapproximatethelowe

4、rlevelsolutionfunctionverywell.Finally,themulti-objectiveprogrammingissolvedforobtaininganoptimalsolutionsetoftheoriginalproblem.Thesimulationontwoexamplesindicatestheproposedalgorithmiseffectiveandfeasible.Keywords:multi-objectivebilevelprogramming,geneticalgorithm,interpola

5、tion.1IntroductionBilevelprogrammingproblem(BLPP)isahierarchicaloptimizationproblem,whichincludesanupperlevelsdecisionmakerandalowerlevelsdecisionmaker.Bothofthemhavetheobjectivefunctionsandconstraintconditions.ThisproblemwasproposedbyStackelberg[1],andknownasStackelbergprobl

6、em.Themathematicalmodelofthiskindofproblemscanbewrittenasfollows:LectureNotesinSocialScience,Vol.3©2016ChinaScientificResearchPublishingCo.,Limited,HongKongISSN2414-455XEducationandManagementInnovation  7(1)Wherearedecisionvariables,areobjectivefunctionsandareconstraintfuncti

7、ons;aretheothersconstraint,suchasupperandlowerboundsorintegerconstraints.Bilevelprogrammingproblemsoccurinvariousapplications,suchaseconomicsandmanagement[2],engineering[3],transportationandothers.Mostofthesemodelsarebilevelsingleobjectiveproblems.Infact,therearelotsofreal-wo

8、rldproblemsthatcanbemodeledasmulti-objectivebilevelprogrammingproble

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