A Hybrid Differential Evolution Algorithm for Solving Nonlinear Bilevel Programming with Linear Constraints

摘要：

A hybrid differential evolution method was proposed for the general (nonlinear) bilevel programming (GBP) with linear constraint Junctions by combining the Differential Evolution algorithm (DE) with the interior point algorithm. The differential evolution algorithm was designed to operate in the up-level problems of GBP and the interior point algorithm was employed to solve the lower-level problems. With testing the solvability of the lower-level problem by the interior point algorithm, the infeasible individuals can be screened out and the difficulty of using penalty Junctions to deal with the constraints is avoided. Finally, six numerical experiments with the offline-performance analyses were given to show the effectiveness of the algorithm.

关键词： differential evolution (DE) nonlinear bilevel programming interior point algorithm offline-performance.

作者: Xiaobo Zhu Qian Yu Xianjia Wang

作者单位: Institute of Systems Engineering, Wuhan University, Wuhan 430072, China

会议类型: 国际会议

会议名称: Firth IEEE International Conference on Cognitive Informatics(第五届认知信息国际会议)

会议地点: 北京

会议语种:英文

页码: 126-131

在线出版日期: 2006-07-17（万方平台首次上网日期，不代表论文的发表时间）