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A Genetic Algorithm Based on Duality for Linear Bilevel Programming Problems

机译:线性二层规划问题的一种基于对偶性的遗传算法。

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Linear bilevel programming problem, as a NP-hard problem, is the linear version of bilevel programming, in this paper we design an efficient algorithm for solving this kind of problems by combining genetic algorithm with enumeration procedure of extreme points. First, based on the duality principle, the follower problem is replaced by the prime-dual conditions, and the original problem is transformed into an equivalent single-level programming in which all functions are linear except for one constraint. Then, the bases of the duality problem are considered as individuals. For each selected individual (base), the nonlinear constraint can be simplified to linear one, and some constraints can also be removed from the transformed single-level problem. Hence, the single-level problem is converted into a linear programming. At last, the linear programming is solved and the objective value is taken as the fitness of the individual. The distinguished feature of the algorithm is that the bases of follower's duality problem are searched instead of taking all feasible points into account, which makes the search space smaller. In order to illustrate the efficiency of the algorithm, 4 problems selected from literature are solved, and the results show that the proposed algorithm is efficient and robust.
机译:线性双层规划问题作为NP困难问题,是双层规划的线性版本,在本文中,我们将遗传算法与极值点枚举过程相结合,设计了一种解决此类问题的有效算法。首先,根据对偶原理,将跟随者问题替换为素对偶条件,并将原始问题转换为等效的单级编程,其中除一个约束外,所有函数均为线性。然后,将二元性问题的基础视为个人。对于每个选定的个体(基数),非线性约束可以简化为线性约束,并且某些约束也可以从变换后的单级问题中删除。因此,单级问题被转换为线性规划。最后,求解线性规划,将目标值作为个体的适应度。该算法的显着特点是搜索跟随者的对偶性问题的基础,而不是考虑所有可行点,从而减小了搜索空间。为了说明该算法的有效性,解决了从文献中选择的4个问题,结果表明所提算法是有效且鲁棒的。

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