An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorith...An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorithm is developed for solving the binary linear implicit programming problem based on the orthogonal design. The orthogonal design with the factor analysis, an experimental design method is applied to the genetic algorithm to make the algorithm more robust, statistical y sound and quickly convergent. A crossover operator formed by the orthogonal array and the factor analysis is presented. First, this crossover operator can generate a smal but representative sample of points as offspring. After al of the better genes of these offspring are selected, a best combination among these offspring is then generated. The simulation results show the effectiveness of the proposed algorithm.展开更多
A quadratic bilevel programming problem is transformed into a single level complementarity slackness problem by applying Karush-Kuhn-Tucker（KKT） conditions.To cope with the complementarity constraints,a binary encod...A quadratic bilevel programming problem is transformed into a single level complementarity slackness problem by applying Karush-Kuhn-Tucker（KKT） conditions.To cope with the complementarity constraints,a binary encoding scheme is adopted for KKT multipliers,and then the complementarity slackness problem is simplified to successive quadratic programming problems,which can be solved by many algorithms available.Based on 0-1 binary encoding,an orthogonal genetic algorithm,in which the orthogonal experimental design with both two-level orthogonal array and factor analysis is used as crossover operator,is proposed.Numerical experiments on 10 benchmark examples show that the orthogonal genetic algorithm can find global optimal solutions of quadratic bilevel programming problems with high accuracy in a small number of iterations.展开更多
For a multiobjective bilevel programnfing problem （P） with an extremal-value function, its dual problem is constructed by using the Fenchel-Moreau conjugate of the functions involved. Under some convexity and monoto...For a multiobjective bilevel programnfing problem （P） with an extremal-value function, its dual problem is constructed by using the Fenchel-Moreau conjugate of the functions involved. Under some convexity and monotonicity assumptions, the weak and strong duality assertions are obtained.展开更多
A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forc...A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forced to be integer. An integer coding for upper level variables is adopted, and then a discrete differential evolution algorithm with an improved feasibility-based comparison is developed to directly explore the integer solution at the upper level. For a given upper level integer variable, the lower level integer programming problem is solved by the existing branch and bound algorithm to obtain the optimal integer solution at the lower level. In the same framework of the algorithm, two other constraint handling methods, i.e. the penalty function method and the feasibility-based comparison method are also tested. The experimental results demonstrate that the discrete differential evolution algorithm with different constraint handling methods is effective in finding the global optimal integer solutions, but the improved constraint handling method performs better than two compared constraint handling methods.展开更多
Bilevel programming problems are a class of optimization problems with hierarchical structure where one of the con-straints is also an optimization problem. Inexact restoration methods were introduced for solving nonl...Bilevel programming problems are a class of optimization problems with hierarchical structure where one of the con-straints is also an optimization problem. Inexact restoration methods were introduced for solving nonlinear programming problems a few years ago. They generate a sequence of, generally, infeasible iterates with intermediate iterations that consist of inexactly restored points. In this paper we present a software environment for solving bilevel program-ming problems using an inexact restoration technique without replacing the lower level problem by its KKT optimality conditions. With this strategy we maintain the minimization structure of the lower level problem and avoid spurious solutions. The environment is a user-friendly set of Fortran 90 modules which is easily and highly configurable. It is prepared to use two well-tested minimization solvers and different formulations in one of the minimization subproblems. We validate our implementation using a set of test problems from the literature, comparing different formulations and the use of the minimization solvers.展开更多
In this paper, we find the solution of a quasiconcave bilevel programming problem (QCBPP). After formulating a Bilevel Multiobjective Programming Problem (BMPP), we characterize its leader objective function and its f...In this paper, we find the solution of a quasiconcave bilevel programming problem (QCBPP). After formulating a Bilevel Multiobjective Programming Problem (BMPP), we characterize its leader objective function and its feasible set. We show some necessary and sufficient conditions to establish a convex union of set of efficient point, an efficient set at the QCBPP. Based on this result, we formulate and solve a new QCBPP. Finally, we illustrate our approach with a numerical example.展开更多
A global convergent algorithm is proposed to solve bilevel linear fractional-linear programming, which is a special class of bilevel programming. In our algorithm, replacing the lower level problem by its dual gap equ...A global convergent algorithm is proposed to solve bilevel linear fractional-linear programming, which is a special class of bilevel programming. In our algorithm, replacing the lower level problem by its dual gap equaling to zero, the bilevel linear fractional-linear programming is transformed into a traditional sin- gle level programming problem, which can be transformed into a series of linear fractional programming problem. Thus, the modi- fied convex simplex method is used to solve the infinite linear fractional programming to obtain the global convergent solution of the original bilevel linear fractional-linear programming. Finally, an example demonstrates the feasibility of the proposed algorithm.展开更多
This paper aims at providing an uncertain bilevel knapsack problem (UBKP) model, which is a type of BKPs involving uncertain variables. And then an uncertain solution for the UBKP is proposed by defining PE Nash equil...This paper aims at providing an uncertain bilevel knapsack problem (UBKP) model, which is a type of BKPs involving uncertain variables. And then an uncertain solution for the UBKP is proposed by defining PE Nash equilibrium and PE Stackelberg Nash equilibrium. In order to improve the computational efficiency of the uncertain solution, several operators (binary coding distance, inversion operator, explosion operator and binary back learning operator) are applied to the basic fireworks algorithm to design the binary backward fireworks algorithm (BBFWA), which has a good performance in solving the BKP. As an illustration, a case study of the UBKP model and the P-E uncertain solution is applied to an armaments transportation problem.展开更多
In this paper, we derive an exact penalty function for nonconvex bilevel programming problem based on its KS form. Based on this exact penalty function a sufficient condition for KS to be partially calm is presented a...In this paper, we derive an exact penalty function for nonconvex bilevel programming problem based on its KS form. Based on this exact penalty function a sufficient condition for KS to be partially calm is presented and a necessary optimality condition for nonconvex bilevel programming problems is given. Some existing results about the differentiability of the value function of the lower level programming problem are extended and a sufficient condition for CRCQ to hold for VS form of BLPP with linear lower level programming problem is also given.展开更多
In this paper, we present a new trust region algorithm for a nonlinear bilevel programming problem by solving a series of its linear or quadratic approximation subproblems. For the nonlinear bilevel programming proble...In this paper, we present a new trust region algorithm for a nonlinear bilevel programming problem by solving a series of its linear or quadratic approximation subproblems. For the nonlinear bilevel programming problem in which the lower level programming problem is a strongly convex programming problem with linear constraints, we show that each accumulation point of the iterative sequence produced by this algorithm is a stationary point of the bilevel programming problem.展开更多
A trust region algorithm is proposed for solving bilevel programming problems where the lower level programming problem is a strongly convex programming problem with linear constraints. This algorithm is based on a tr...A trust region algorithm is proposed for solving bilevel programming problems where the lower level programming problem is a strongly convex programming problem with linear constraints. This algorithm is based on a trust region algorithm for nonsmooth unconstrained optimization problems, and its global convergence is also proved.展开更多
基金supported by the Fundamental Research Funds for the Central Universities(K50511700004)the Natural Science Basic Research Plan in Shaanxi Province of China(2013JM1022)
文摘An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit programming. An orthogonal genetic algorithm is developed for solving the binary linear implicit programming problem based on the orthogonal design. The orthogonal design with the factor analysis, an experimental design method is applied to the genetic algorithm to make the algorithm more robust, statistical y sound and quickly convergent. A crossover operator formed by the orthogonal array and the factor analysis is presented. First, this crossover operator can generate a smal but representative sample of points as offspring. After al of the better genes of these offspring are selected, a best combination among these offspring is then generated. The simulation results show the effectiveness of the proposed algorithm.
基金supported by the National Natural Science Foundation of China (60873099)
文摘A quadratic bilevel programming problem is transformed into a single level complementarity slackness problem by applying Karush-Kuhn-Tucker（KKT） conditions.To cope with the complementarity constraints,a binary encoding scheme is adopted for KKT multipliers,and then the complementarity slackness problem is simplified to successive quadratic programming problems,which can be solved by many algorithms available.Based on 0-1 binary encoding,an orthogonal genetic algorithm,in which the orthogonal experimental design with both two-level orthogonal array and factor analysis is used as crossover operator,is proposed.Numerical experiments on 10 benchmark examples show that the orthogonal genetic algorithm can find global optimal solutions of quadratic bilevel programming problems with high accuracy in a small number of iterations.
基金Supported by the National Natural Science Foundation of China(Grant No.11171250)
文摘For a multiobjective bilevel programnfing problem （P） with an extremal-value function, its dual problem is constructed by using the Fenchel-Moreau conjugate of the functions involved. Under some convexity and monotonicity assumptions, the weak and strong duality assertions are obtained.
基金supported by the Natural Science Basic Research Plan in Shaanxi Province of China(2013JM1022)the Fundamental Research Funds for the Central Universities(K50511700004)
文摘A discrete differential evolution algorithm combined with the branch and bound method is developed to solve the integer linear bilevel programming problems, in which both upper level and lower level variables are forced to be integer. An integer coding for upper level variables is adopted, and then a discrete differential evolution algorithm with an improved feasibility-based comparison is developed to directly explore the integer solution at the upper level. For a given upper level integer variable, the lower level integer programming problem is solved by the existing branch and bound algorithm to obtain the optimal integer solution at the lower level. In the same framework of the algorithm, two other constraint handling methods, i.e. the penalty function method and the feasibility-based comparison method are also tested. The experimental results demonstrate that the discrete differential evolution algorithm with different constraint handling methods is effective in finding the global optimal integer solutions, but the improved constraint handling method performs better than two compared constraint handling methods.
文摘Bilevel programming problems are a class of optimization problems with hierarchical structure where one of the con-straints is also an optimization problem. Inexact restoration methods were introduced for solving nonlinear programming problems a few years ago. They generate a sequence of, generally, infeasible iterates with intermediate iterations that consist of inexactly restored points. In this paper we present a software environment for solving bilevel program-ming problems using an inexact restoration technique without replacing the lower level problem by its KKT optimality conditions. With this strategy we maintain the minimization structure of the lower level problem and avoid spurious solutions. The environment is a user-friendly set of Fortran 90 modules which is easily and highly configurable. It is prepared to use two well-tested minimization solvers and different formulations in one of the minimization subproblems. We validate our implementation using a set of test problems from the literature, comparing different formulations and the use of the minimization solvers.
文摘In this paper, we find the solution of a quasiconcave bilevel programming problem (QCBPP). After formulating a Bilevel Multiobjective Programming Problem (BMPP), we characterize its leader objective function and its feasible set. We show some necessary and sufficient conditions to establish a convex union of set of efficient point, an efficient set at the QCBPP. Based on this result, we formulate and solve a new QCBPP. Finally, we illustrate our approach with a numerical example.
基金supported by the National Natural Science Foundation of China(70771080)the Special Fund for Basic Scientific Research of Central Colleges+2 种基金China University of Geosciences(Wuhan) (CUG090113)the Research Foundation for Outstanding Young TeachersChina University of Geosciences(Wuhan)(CUGQNW0801)
文摘A global convergent algorithm is proposed to solve bilevel linear fractional-linear programming, which is a special class of bilevel programming. In our algorithm, replacing the lower level problem by its dual gap equaling to zero, the bilevel linear fractional-linear programming is transformed into a traditional sin- gle level programming problem, which can be transformed into a series of linear fractional programming problem. Thus, the modi- fied convex simplex method is used to solve the infinite linear fractional programming to obtain the global convergent solution of the original bilevel linear fractional-linear programming. Finally, an example demonstrates the feasibility of the proposed algorithm.
基金supported by the National Natural Science Foundation of China(7160118361502522)
文摘This paper aims at providing an uncertain bilevel knapsack problem (UBKP) model, which is a type of BKPs involving uncertain variables. And then an uncertain solution for the UBKP is proposed by defining PE Nash equilibrium and PE Stackelberg Nash equilibrium. In order to improve the computational efficiency of the uncertain solution, several operators (binary coding distance, inversion operator, explosion operator and binary back learning operator) are applied to the basic fireworks algorithm to design the binary backward fireworks algorithm (BBFWA), which has a good performance in solving the BKP. As an illustration, a case study of the UBKP model and the P-E uncertain solution is applied to an armaments transportation problem.
文摘In this paper, we derive an exact penalty function for nonconvex bilevel programming problem based on its KS form. Based on this exact penalty function a sufficient condition for KS to be partially calm is presented and a necessary optimality condition for nonconvex bilevel programming problems is given. Some existing results about the differentiability of the value function of the lower level programming problem are extended and a sufficient condition for CRCQ to hold for VS form of BLPP with linear lower level programming problem is also given.
基金Supported by the National Natural Science Foundation of China(No.11171348,11171252 and 71232011)
文摘In this paper, we present a new trust region algorithm for a nonlinear bilevel programming problem by solving a series of its linear or quadratic approximation subproblems. For the nonlinear bilevel programming problem in which the lower level programming problem is a strongly convex programming problem with linear constraints, we show that each accumulation point of the iterative sequence produced by this algorithm is a stationary point of the bilevel programming problem.
文摘A trust region algorithm is proposed for solving bilevel programming problems where the lower level programming problem is a strongly convex programming problem with linear constraints. This algorithm is based on a trust region algorithm for nonsmooth unconstrained optimization problems, and its global convergence is also proved.
基金This paper was partly supported by National Outstanding Young Investigator Grant (70225005) of National Natural Science Foundation of China and Teaching & Research Award Program for Outstanding Young Teachers (2001) in Higher Education Institutions of Ministry of Education, China.
