A New Approach for Solving Linear Bilevel Programming Using Differential Evolution
Kejia Pan, Yan Yang, Jianli Liu · 2012
In this paper, a differential evolution (DE) algorithm is developed for solving the linear bilevel programming (LBP) problem. by use of Kuhn-Tucker conditions of the lower level programming problem, the LBP is transferred into a single level programming which can be solved by DE algorithm. This DE algorithm avoids the use of penalty function to deal with the constrains, by changing the randomly generated initial population into an initial population satisfying the constraints in order to improve the ability of the DE to deal with the constrains. the performance of the proposed approach is ascertained by comparing the results with GA and PSO using two problems in the literature.