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
In order to solve the complex optimization problem dealing with uncertain phenomenon effectively, this paper presents a probability simulation optimization approach using orthogonal genetic algorithm. This approach sy...In order to solve the complex optimization problem dealing with uncertain phenomenon effectively, this paper presents a probability simulation optimization approach using orthogonal genetic algorithm. This approach synthesizes the computer simulation technology, orthogonal genetic algorithm and statistical test method faultlessly, which can solve complex optimization problem effectively. In this paper, the author gives the correlative conception of probability simulation optimization and describes the probability simulation optimization approach using orthogonal genetic algorithm in detail. Theoretically speaking, it has a strong rationality and maneuverability that can apply probability method in solving the complex optimization problems with uncertain phenomenon. In demonstration, the optimization performance of this method is better than other traditional methods. Simulation resuh suggests that the approach referred to this paper is feasible, correct and valid.展开更多
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(70272002) .
文摘In order to solve the complex optimization problem dealing with uncertain phenomenon effectively, this paper presents a probability simulation optimization approach using orthogonal genetic algorithm. This approach synthesizes the computer simulation technology, orthogonal genetic algorithm and statistical test method faultlessly, which can solve complex optimization problem effectively. In this paper, the author gives the correlative conception of probability simulation optimization and describes the probability simulation optimization approach using orthogonal genetic algorithm in detail. Theoretically speaking, it has a strong rationality and maneuverability that can apply probability method in solving the complex optimization problems with uncertain phenomenon. In demonstration, the optimization performance of this method is better than other traditional methods. Simulation resuh suggests that the approach referred to this paper is feasible, correct and valid.
