Skip to main content

2018 | OriginalPaper | Buchkapitel

A Differential Evolution Algorithm to Semivectorial Bilevel Problems

verfasst von : Maria João Alves, Carlos Henggeler Antunes

Erschienen in: Machine Learning, Optimization, and Big Data

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

Semivectorial bilevel problems (SVBLP) deal with the optimization of a single function at the upper level and multiple objective functions at the lower level of hierarchical decisions. Therefore, a set of nondominated solutions to the lower level decision maker (the follower) exists and should be exploited for each setting of decision variables controlled by the upper level decision maker (the leader). This paper presents a new algorithmic approach based on differential evolution to compute a set of four extreme solutions to the SVBLP. These solutions capture not just the optimistic vs. pessimistic leader’s attitude but also possible follower’s reactions more or less favorable to the leader within the lower level nondominated solution set. The differential evolution approach is compared with a particle swarm optimization algorithm. In this experimental comparison we draw attention to pitfalls associated with the interpretation of results and assessment of the performance of algorithms in SVBLP.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Alves, M.J., Antunes, C.H., Carrasqueira, P.: A PSO approach to semivectorial bilevel programming: pessimistic, optimistic and deceiving solutions. In: Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2015), pp. 599–606 (2015) Alves, M.J., Antunes, C.H., Carrasqueira, P.: A PSO approach to semivectorial bilevel programming: pessimistic, optimistic and deceiving solutions. In: Proceedings of the Genetic and Evolutionary Computation Conference (GECCO 2015), pp. 599–606 (2015)
2.
Zurück zum Zitat Bonnel, H.: Optimality conditions for the semivectorial bilevel optimization problem. Pac. J. Optim. 2, 447–468 (2006)MathSciNetMATH Bonnel, H.: Optimality conditions for the semivectorial bilevel optimization problem. Pac. J. Optim. 2, 447–468 (2006)MathSciNetMATH
3.
Zurück zum Zitat Bonnel, H., Morgan, J.: Semivectorial bilevel optimization problem: penalty approach. J. Optim. Theor. Appl. 131, 365–382 (2006)MathSciNetCrossRef Bonnel, H., Morgan, J.: Semivectorial bilevel optimization problem: penalty approach. J. Optim. Theor. Appl. 131, 365–382 (2006)MathSciNetCrossRef
4.
Zurück zum Zitat Ankhili, Z., Mansouri, A.: An exact penalty on bilevel programs with linear vector optimization lower level. Eur. J. Oper. Res. 197, 36–41 (2009)MathSciNetCrossRef Ankhili, Z., Mansouri, A.: An exact penalty on bilevel programs with linear vector optimization lower level. Eur. J. Oper. Res. 197, 36–41 (2009)MathSciNetCrossRef
5.
Zurück zum Zitat Zheng, Y., Wan, Z.: A solution method for semivectorial bilevel programming problem via penalty method. J. Appl. Math. Comput. 37, 207–219 (2011)MathSciNetCrossRef Zheng, Y., Wan, Z.: A solution method for semivectorial bilevel programming problem via penalty method. J. Appl. Math. Comput. 37, 207–219 (2011)MathSciNetCrossRef
6.
Zurück zum Zitat Ren, A., Wang, Y.: A novel penalty function method for semivectorial bilevel programming problem. Appl. Math. Model. 40, 135–149 (2016)MathSciNetCrossRef Ren, A., Wang, Y.: A novel penalty function method for semivectorial bilevel programming problem. Appl. Math. Model. 40, 135–149 (2016)MathSciNetCrossRef
7.
Zurück zum Zitat Calvete, H., Galé, C.: On linear bilevel problems with multiple objectives at the lower level. Omega 39, 33–40 (2011)CrossRef Calvete, H., Galé, C.: On linear bilevel problems with multiple objectives at the lower level. Omega 39, 33–40 (2011)CrossRef
8.
Zurück zum Zitat Liu, B., Wan, Z., Chen, J., Wang, G.: Optimality conditions for pessimistic semivectorial bilevel programming problems. J. Inequal. Appl. 2014, 41 (2014)MathSciNetCrossRef Liu, B., Wan, Z., Chen, J., Wang, G.: Optimality conditions for pessimistic semivectorial bilevel programming problems. J. Inequal. Appl. 2014, 41 (2014)MathSciNetCrossRef
9.
Zurück zum Zitat Lv, Y., Chen, J.: A discretization iteration approach for solving a class of semivectorial bilevel programming problem. J. Nonlinear Sci. Appl. 9, 2888–2899 (2016)MathSciNetCrossRef Lv, Y., Chen, J.: A discretization iteration approach for solving a class of semivectorial bilevel programming problem. J. Nonlinear Sci. Appl. 9, 2888–2899 (2016)MathSciNetCrossRef
10.
Zurück zum Zitat Alves, M.J., Antunes, C.H.: An illustration of different concepts of solutions in semivectorial bilevel programming. In: 2016 IEEE Symposium on Computational Intelligence (SSCI) (2016) Alves, M.J., Antunes, C.H.: An illustration of different concepts of solutions in semivectorial bilevel programming. In: 2016 IEEE Symposium on Computational Intelligence (SSCI) (2016)
11.
Zurück zum Zitat Mezura-Montes, E., Velázquez-Reyes, J., Coello Coello, C.A.: A comparative study of differential evolution variants for global optimization. In: Proceedings of the 8th Annual Conference on Genetic and Evolutionary Computation, pp. 485–492 (2006) Mezura-Montes, E., Velázquez-Reyes, J., Coello Coello, C.A.: A comparative study of differential evolution variants for global optimization. In: Proceedings of the 8th Annual Conference on Genetic and Evolutionary Computation, pp. 485–492 (2006)
13.
Zurück zum Zitat Sinha, A., Malo, P., Deb, K.: Approximated set-valued mapping approach for handling multiobjective bilevel problems. Comput. Oper. Res. 77, 194–209 (2017)MathSciNetCrossRef Sinha, A., Malo, P., Deb, K.: Approximated set-valued mapping approach for handling multiobjective bilevel problems. Comput. Oper. Res. 77, 194–209 (2017)MathSciNetCrossRef
14.
Zurück zum Zitat Deb, K., Sinha, A.: Constructing test problems for bilevel evolutionary multi-objective optimization. In: 2009 IEEE Congress on Evolutionary Computation, pp. 1153–1160 (2009) Deb, K., Sinha, A.: Constructing test problems for bilevel evolutionary multi-objective optimization. In: 2009 IEEE Congress on Evolutionary Computation, pp. 1153–1160 (2009)
Metadaten
Titel
A Differential Evolution Algorithm to Semivectorial Bilevel Problems
verfasst von
Maria João Alves
Carlos Henggeler Antunes
Copyright-Jahr
2018
DOI
https://doi.org/10.1007/978-3-319-72926-8_15

Premium Partner