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2013 A Hybrid Estimation of Distribution Algorithm and Nelder-Mead Simplex Method for Solving a Class of Nonlinear Bilevel Programming Problems
Aihong Ren, Yuping Wang, Fei Jia
J. Appl. Math. 2013: 1-10 (2013). DOI: 10.1155/2013/378568

Abstract

We propose a hybrid algorithm based on estimation of distribution algorithm (EDA) and Nelder-Mead simplex method (NM) to solve a class of nonlinear bilevel programming problems where the follower’s problem is linear with respect to the lower level variable. The bilevel programming is an NP-hard optimization problem, for which EDA-NM is applied as a new tool aiming at obtaining global optimal solutions of such a problem. In fact, EDA-NM is very easy to be implementedsince it does not require gradients information. Moreover, the hybrid algorithm intends to produce faster and more accurate convergence. In the proposed approach, for fixed upper level variable, we make use of the optimality conditions of linear programming to deal with the follower’s problem and obtain its optimal solution. Further, the leader’s objective function is taken as the fitness function. Based on these schemes, the hybrid algorithm is designed by combining EDA with NM. To verify the performance of EDA-NM, simulations on some test problems are made, and the results demonstrate that the proposed algorithm has a better performance than the compared algorithms. Finally, the proposed approach is used to solve a practical example about pollution charges problem.

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Aihong Ren. Yuping Wang. Fei Jia. "A Hybrid Estimation of Distribution Algorithm and Nelder-Mead Simplex Method for Solving a Class of Nonlinear Bilevel Programming Problems." J. Appl. Math. 2013 1 - 10, 2013. https://doi.org/10.1155/2013/378568

Information

Published: 2013
First available in Project Euclid: 14 March 2014

MathSciNet: MR3090625
Digital Object Identifier: 10.1155/2013/378568

Rights: Copyright © 2013 Hindawi

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