An EDA for Solving Linear Fractional Bilevel Programming Problems

摘要

Heuristic algorithms have attracted great attention in dealing with bilevel programming problems in recent years. In this manuscript, a novel approach termed estimation of distribution algorithm (EDA) is developed to solve a special class of bilevel programming problem, the linear fractional bilevel programming problem. With this method, individuals are encoded with integer strings whose components are the column indices associated with the bases of the follower. Offspring is created from a distribution via modeling selected superior individuals. Numeral results have illustrated the feasibility and efficiency of the proposed algorithm.