Abstract
Bilevel linear programming, which consists of the objective functions of the upper level and lower level, is a useful tool for modeling decentralized decision problems. Various methods are proposed for solving this problem. Of all the algorithms, the genetic algorithm is an alternative to conventional approaches to find the solution of the bilevel linear programming. In this paper, we describe an adaptive genetic algorithm for solving the bilevel linear programming problem to overcome the difficulty of determining the probabilities of crossover and mutation. In addition, some techniques are adopted not only to deal with the difficulty that most of the chromosomes may be infeasible in solving constrained optimization problem with genetic algorithm but also to improve the efficiency of the algorithm. The performance of this proposed algorithm is illustrated by the examples from references.
Similar content being viewed by others
References
Wen U P, Hsu S T. Linear bilevel programming problem—a review[J]. Journal of the Operational Research Society, 1991, 42(2):125–133.
Bard J F. Some properties of the bilevel linear programming[J]. Journal of Optimization Theory and Applications, 1991, 68(2):146–164.
Ben-Ayed O, Blair C. Computational difficulties of bilevel linear programming[J]. Operations Research, 1990, 38(3):556–560.
Ben-Ayed O. Bilevel linear programming[J]. Computers and Operations Research, 1993, 20(5):485–501.
Vicente L N, Calamai P H. Bilevel and multibilevel programming: a bibliography review[J]. Journal of Global Optimization, 1994, 5(3):291–306.
Dempe S. Annotated bibliography on bilevel programming and mathematical programs with equilibrium constraints[J]. Optimization, 2003, 52(3):333–359.
Colson B, Marcotte P, Savard G. An overview of bilevel optimization[J]. Annals of Operations Research, 2007, 153(1):235–256.
Wang guangmin, Wan Zhongping, Wang Xianjia. Bibliography on bilevel programming[J]. Advances in Mathematics, 2007, 36(5):513–529 (in Chinese).
Shih H S, Wen U P, Lee E S, et al. A neural network approach to multiobjective and multilevel programming problems[J]. Computers and Mathematics with Applications, 2004, 48(1–2):95–108.
Mathieu R, Pittard L, Anandalingam G. Genetic algorithm based approach to bi-level linear programming[J]. RAIRO-Operations Research, 1994, 28(1):1–21.
Yin Yafeng. Genetic algorithms based approach for bilevel programming models[J]. Journal of Transportation Engineering, 2000, 126(2):115–120.
Hejazi S R, Memariani A, Jahanshanloo G, Sepehri M M. Linear bilevel programming solution by genetic algorithm[J]. Computers and Operations Research, 2002, 29(13):1913–1925.
Oduguwa V, Roy R. Bi-level optimisation using genetic algorithm[C]. In: Proceedings of the 2002 IEEE International Conference on Artificial Intelligence Systems, Washington, DC, USA: IEEE Computer Society, 2002, 322–327.
Wang Guangmin, Wang Xianjia, Wan Zhongping, et al. Genetic algorithms for solving linear bilevel programming[C]. In: Hong Shen, Koji Nakano (eds). The 6th International Conference on Parallel and Distributed Computing, Applications and Technologies, Washington D C: IEEE Computer Society, 2005, 920–924.
Calvete H I, Galé C, Mateo P M. A new approach for solving linear bilevel problems using genetic algorithms[J]. European Journal of Operational Research, 2007, doi:10.1016/j.ejor.2007.03.034.
Goldberg D E. Genetic algorithms in search, optimization and machine learning[M]. Massachusetts: Addison Wesley, 1989.
Michalewicz Z. Genetic algorithms + data structures = evolution programs[M]. Berlin: Springer-Verlag, 1992.
Michalewicz Z, Janikow C. A modified genetic algorithm for optimal control problems[J]. Computers and Mathematics with Applications, 1992, 23(12):83–94.
Srinivas M, Patnaik L M. Adaptive probabilities of crossover and mutation in genetic algorithms[J]. IEEE Transaction on Systems, Man and Cybernetics, 1994, 24(4):656–667.
Bard J F. An efficient point algorithm for a linear two-stage optimization problem[J]. Operations Research, 1983, 31:670–684.
Anandalingam G, White D J. A solution for the linear static stackelberg problem using penalty functions[J]. IEEE Transaction on Automatic Control, 1990, 35(10):1170–1173.
Wen U P, Hsu S T. Efficient solutions for the linear bilevel programming problem[J]. European Journal of Operational Research, 1992, 62(3):354–362.
Bard J F, Falk J E. An explicit solution to the multi-level programming problem[J]. Computers and Operations Research, 1982, 9(1):77–100.
Candler W, Townsley R. A linear two-level programming problem[J]. Computers and Operations Research, 1982, 9(1):59–76.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by ZHANG Shi-sheng
Project supported by the National Natural Science Foundation of China (Nos. 60574071 and 70771080)
Rights and permissions
About this article
Cite this article
Wang, Gm., Wang, Xj., Wan, Zp. et al. An adaptive genetic algorithm for solving bilevel linear programming problem. Appl. Math. Mech.-Engl. Ed. 28, 1605–1612 (2007). https://doi.org/10.1007/s10483-007-1207-1
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/s10483-007-1207-1
Key words
- bilevel linear programming
- genetic algorithm
- fitness value
- adaptive operator probabilities
- crossover and mutation