Skip to main content
Log in

An efficient bilevel differential evolution algorithm with adaptation of lower level population size and search radius

  • Regular Research Paper
  • Published:
Memetic Computing Aims and scope Submit manuscript

Abstract

Bilevel optimization has been recognized as one of the most difficult and challenging tasks to deal with because a solution to the upper level problem may be feasible only if it is also an optimal solution to the lower level problem. In recent years, evolutionary bilevel optimization has attracted increasing interest. In this paper, an efficient self-adaptive bilevel differential evolution (SABiLDE) with k-nearest neighbors (kNN) based interpolation is proposed to solve bilevel optimization problems. The kNN approximation is applied to estimate the optimal lower level variables for any newly generated upper candidates to improve the computational efficiency. A similarity based self-adaptive strategy for the dynamic control of lower level population size and search radius is introduced to further enhance the efficiency of the lower level function evaluations. A test set with 10 standard test problems and the SMD suite with controllable complexities are used to evaluate the performance of the proposed approach. Compared with four recent state-of-the-art methods, the numerical results produced by the proposed method are promising and show great potential for solving generic bilevel optimization problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig.1
Fig. 2
Fig.3
Fig. 4
Fig.5
Fig.6

Similar content being viewed by others

References

  1. Benth FE, Dahl G, Mannino C (2012) Computing optimal recovery policies for financial markets. Oper Res 60(6):1373–1388

    Article  MathSciNet  Google Scholar 

  2. Chiou SW (2009) A bi-level programming for logistics network design with system-optimized flows. Inf Sci 179:2434–2441

    Article  Google Scholar 

  3. Zhang G, Gao Y, Lu J (2011) Competitive strategic bidding optimization in electricity markets using bilevel programming and swarm technique. IEEE Trans Ind Electron 58:2138–2146

    Article  Google Scholar 

  4. Calvete HI, Galé C, Oliveros MJ (2011) Bilevel model for production distribution planning solved by using ant colony optimization. Comput Oper Res 38:320–327

    Article  Google Scholar 

  5. Kuo RJ, Han YS (2011) A hybrid of genetic algorithm and particle swarm optimization for solving bi-level linear programming problem – a case study on supply chain model. Appl Math Model 35:3905–3917

    Article  MathSciNet  Google Scholar 

  6. Koh A (2007) Solving transportation bi-level programs with differential evolution. In IEEE Congress on Evolutionary Computation. IEEE, pp. 2243–2250

  7. Sinha A, Malo P, and Deb K (2015) Transportation policy formulation as a multi-objective bilevel optimization problem. In 2015 IEEE Congress on Evolutionary Computation (CEC-2015)

  8. Wein L (2009) Homeland security: from mathematical models to policy implementation: the 2008 Philip McCord Morse lecture. Oper Res 57(4):801–811

    Article  Google Scholar 

  9. Shabde VS, Hoo KA (2008) Optimum controller design for a spray drying process. Control Eng Pract 16:541–552

    Article  Google Scholar 

  10. Lu J, Han J, Hu Y, Zhang G (2016) Multilevel decision-making: A survey. Inf Sci 346–347:463–487

    Article  MathSciNet  Google Scholar 

  11. Sinha A, Malo P, and Deb K (2013) Efficient evolutionary algorithm for single-objective bilevel optimization. CoRR, abs/1303.3901

  12. Sinha A, Malo P, Deb K, Korhonen P, Wallenius J (2016) Solving bilevel multi-criterion optimization problems with lower level decision uncertainty. IEEE Trans Evol Comput 20(2):199–217

    Article  Google Scholar 

  13. Hansen P, Jaumard B, Savard G (1992) New branch-and-bound rules for linear bilevel programming. SIAM J Sci and Statis Comput 13(5):1194–1217

    Article  MathSciNet  Google Scholar 

  14. Sinha A, Malo P, and Deb K (2014) An improved bilevel evolutionary algorithm based on quadratic approximations. In 2014 IEEE Congress on Evolutionary Computation (CEC-2014). IEEE, pp. 1870–1877

  15. Colson B, Marcotte P, Savard G (2007) An overview of bilevel optimization. Ann Oper Res 153:235–256

    Article  MathSciNet  Google Scholar 

  16. Storn R, Price K (1977) Differential evolution - a simple and efficient heuristic for global optimization over continuous spaces. J Global Optim 11(4):341–359

    Article  MathSciNet  Google Scholar 

  17. Angelo J S, Krempser E, Barbosa H J C (2014) Differential evolution assisted by a surrogate model for bilevel programming problems. In 2014 IEEE Congress on Evolutionary Computation (CEC-2014). pp. 1784–1791

  18. Sinha A, Malo P, and Deb K (2012) Unconstrained scalable test problems for single-objective bilevel optimization. In 2012 IEEE World Congress on Computational Intelligence, 2012

  19. Sinha A, Malo P, Deb K (2014) Test problem construction for single-objective bilevel optimization. Evol Comput 22(3):439–477

    Article  Google Scholar 

  20. Deb K, Sinha A (2010) An efficient and accurate solution methodology for bilevel multi-objective programming problems using a hybrid evolutionary-local-search algorithm. Evol Comput 18(3):403–449

    Article  Google Scholar 

  21. Sinha A, Malo P, and Deb K (2015) Towards understanding bilevel multi-objective optimization with deterministic lower level decisions. In Proceedings of the Eighth International Conference on Evolutionary Multi-Criterion Optimization (EMO-2015). Springer-Verlag, 2015.

  22. Hejazi S, Memariani A, Jahanshahloo G, Sepehri M (2002) Linear bilevel programming solution by genetic algorithm. Comput Oper Res 29(13):1913–1925

    Article  MathSciNet  Google Scholar 

  23. Wan Z, Wang G, Sun B (2013) A hybrid intelligent algorithm by combining particle swarm optimization with chaos searching technique for solving nonlinear bilevel programming problems. Swarm and Evol Comput 8:26–32

    Article  Google Scholar 

  24. Wan Z, Mao L, Wang G (2014) Estimation of distribution algorithm for a class of nonlinear bilevel programming problems. Inf Sci 256:184–196

    Article  MathSciNet  Google Scholar 

  25. Wang Y, Jiao YC, Li H (2005) An evolutionary algorithm for solving nonlinear bilevel programming based on a new constraint-handling scheme. IEEE Trans Sys Man and Cyber Part C: Appl and Reviews 35(2):221–232

    Article  Google Scholar 

  26. Jiang Y, Li X, Huang C, Wu X (2013) Application of particle swarm optimization based on CHKS smoothing function for solving nonlinear bilevel programming problem. Appl Math Comput 219:4332–4339

    MathSciNet  MATH  Google Scholar 

  27. Li H (2015) A genetic algorithm using a finite search space for solving nonlinear/linear fractional bilevel programming problems. Ann Oper Res 235:543–558

    Article  MathSciNet  Google Scholar 

  28. Mathieu R, Pittard L, Anandalingam G (1994) Genetic algorithm based approach to bi-level linear programming. Oper Res 28(1):1–21

    MathSciNet  MATH  Google Scholar 

  29. Yin Y (2000) Genetic algorithm based approach for bilevel programming models. J Transport Eng 126(2):115–120

    Article  Google Scholar 

  30. Zhu X, Yu Q, and Wang X (2006) A hybrid differential evolution algorithm for solving nonlinear bilevel programming with linear constraints. In the 5th IEEE International Conference on Cognitive Informatics. IEEE, pp. 126–131

  31. Koh A (2007) Solving transportation bi-level programs with differential evolution. In IEEE Congress on Evol Comput. IEEE, pp. 2243–2250

  32. Islam M M, Singh H K and Ray T (2015) A memetic algorithm for solving single objective bilevel optimization problems. In 2015 IEEE Congress on Evolutionary Computation (CEC-2015). IEEE, pp. 1643–1650

  33. Gao Y, Zhang G, Lu J, Wee HM (2011) Particle swarm optimization for bi-level pricing problems in supply chains. J Global Optim 51:245–254

    Article  MathSciNet  Google Scholar 

  34. Zhao L, Wei JX (2019) A nested particle swarm algorithm based on sphere mutation to solve bi-level optimization. Soft Comput 23:11331–11341

    Article  Google Scholar 

  35. Sinha A, Malo P, Frantsev A, Deb K (2014) Finding optimal strategies in a multi-period multi-leader-follower stackelberg game using an evolutionary algorithm. Comput Oper Res 41:374–385

    Article  MathSciNet  Google Scholar 

  36. Angelo J S, Krempser E, Barbosa H J C (2013) Differential evolution for bilevel programming. In 2013 IEEE Congress on Evolutionary Computation (CEC-2013). IEEE, pp. 470–477

  37. He X, Zhou Y, Chen Z (2018) Evolutionary bilevel optimization based on covariance matrix adaptation. IEEE Trans Evol Comput 23(2):258–272

    Article  Google Scholar 

  38. Huang PQ, Wang Y (2020) A framework for scalable bilevel optimization: identifying and utilizing the interactions between upper-level and lower-level variables. IEEE Trans Evol Comput 24(6):1150–1163

    Article  Google Scholar 

  39. Oduguwa V and Roy R (2002) Bi-level optimization using genetic algorithm. In Proceedings of the 2002 IEEE International Conference on Artificial Intelligence Systems. IEEE, pp.123–128

  40. Legillon F, Liefooghe A, and Talbi E G (2012) Cobra: a cooperative coevolutionary algorithm for bi-level optimization. In 2012 IEEE Congress on Evolutionary Computation (CEC-2012). IEEE, 2012

  41. Chaabani A, Bechikh S, Said L B (2015) A co-evolutionary decomposition-based algorithm for bi-level combinatorial optimization. In IEEE Congress on Evolutionary Computation. IEEE, pp. 1659–1666

  42. Chaabani A, Bechikh S, Said LB (2018) A co-evolutionary hybrid decomposition-based algorithm for bi-level combinatorial optimization problems. Appl Intelligence 48:2847–2872

    Article  Google Scholar 

  43. Li H, Fang L (2014) Co-evolutionary algorithm: an efficient approach for bilevel programming problem. Eng Optim 46(3):361–374

    Article  MathSciNet  Google Scholar 

  44. Said R, Elarbi M, Bechikh S, Said LB (2021) Solving combinatorial bi-level optimization problems using multiple populations and migration schemes. Oper Res. https://doi.org/10.1007/s12351-020-00616-z

    Article  Google Scholar 

  45. Sinha A, Lu Z, Deb K, Malo P (2020) Bilevel optimization based on iterative approximation of multiple mappings. J Heuristics 26:151–185

    Article  Google Scholar 

  46. Islam M, Singh HK, Ray T (2017) A surrogate assisted approach for single-objective bilevel optimization. IEEE Trans Evol Comput 21(5):681–696

    Article  Google Scholar 

  47. Singh HK, Islam M, Ray T, Ryan MJ (2019) Nested evolutionary algorithms for computationally expensive bilevel optimization problems: Variants and their systematic analysis. Swarm Evol Comput 48:329–344

    Article  Google Scholar 

  48. Shepard D (1968) A two-dimensional interpolation function for irregularly-spaced data. In Proc. of the 23rd ACM National Conference. ACM, pp. 517–524

  49. Das S, Suganthan PN (2011) Differential evolution: a survey of the state-of-the-art. IEEE Trans Evol Comput 15(1):4–31

    Article  Google Scholar 

  50. Qin AK, Huang VL, Sugannthan PN (2009) Differential evolution algorithm with strategy adaptation for global numerical optimization. IEEE Trans Evol Comput 13(2):398–417

    Article  Google Scholar 

  51. Mezura-Montes E, Velázquez-Reyes J, and Coello Coello C A (2006) A comparative study of differential evolution variants for global optimization. In Proc. Genet. Evol. Comput. Conf. pp. 485–492

  52. Derrac J, GarcíaS MD (2011) A practical tutorial on the use of nonparametric statistical tests as a methodology for comparing evolutionary and swarm intelligence algorithms. Swarm Evolut Comput 1(1):3–18

    Article  Google Scholar 

  53. Alcalá-Fdez J, Sánchez L, García S et al (2009) KEEL: a software tool to assess evolutionary algorithms for data mining problems. Soft Comput 13(3):307–318

    Article  Google Scholar 

Download references

Acknowledgements

This work was partly supported by the National Natural Science Foundation of P. R. China (Grant no. 61203309, 61773390), Engineering and Physical Sciences Research Council (EPSRC) under Grant EP/I011056/1 and Platform Grant EP/H00453X/1, and Natural and Environment Research Council (NERC) under the grant NE-V002511, National Defense Basic Research Program of China (Grant no. JCKY2019403D006), Hunan Provincial Natural Science Foundation of China (Grant No. 2018JJ2137, 2018RS3081), Hunan Provincial Science and Technology Plan of China (Grant no. 2017XK2302) and Hunan Provincial Innovation Foundation for Postgraduate (CX20190807).

Author information

Authors and Affiliations

Authors

Corresponding authors

Correspondence to Lianghong Wu or Rui Wang.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Wu, L., Liu, Z., Wei, HL. et al. An efficient bilevel differential evolution algorithm with adaptation of lower level population size and search radius. Memetic Comp. 13, 227–247 (2021). https://doi.org/10.1007/s12293-021-00335-8

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s12293-021-00335-8

Keywords

Navigation