Skip to main content

Evolutionary Bilevel Optimization: An Introduction and Recent Advances

  • Chapter
  • First Online:
Recent Advances in Evolutionary Multi-objective Optimization

Part of the book series: Adaptation, Learning, and Optimization ((ALO,volume 20))

Abstract

Bilevel optimization involves two levels of optimization where one optimization level acts as a constraint to another optimization level. There are enormous applications that are bilevel in nature; however, given the difficulties associated with solving this difficult class of problem, the area still lacks efficient solution methods capable of handling complex application problems. Most of the available solution methods can either be applied to highly restrictive class of problems, or are computationally very expensive such that they do not scale for large scale bilevel problems. The difficulties in bilevel programming arise primarily from the nested structure of the problem. Evolutionary algorithms have been able to demonstrate its potential in solving single-level optimization problems. In this chapter, we provide an introduction to the progress made by the evolutionary computation community towards handling bilevel problems. The chapter highlights past research and future research directions both on single as well as multiobjective bilevel programming. Some of the immediate application areas of bilevel programming have also been highlighted.

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

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Von Stackelberg, H.: The Theory of the Market Economy. Oxford University Press, New York (1952)

    Google Scholar 

  2. Bracken, J., McGill, J.T.: Mathematical programs with optimization problems in the constraints. Op. Res. 21(1), 37–44 (1973)

    Article  MathSciNet  MATH  Google Scholar 

  3. Wen, U.-P., Hsu, S.-T.: Linear bi-level programming problems–a review. J. Op. Res. Soc. 125–133 (1991)

    Google Scholar 

  4. Ben-Ayed, O.: Bilevel linear programming. Comput. Op. Res. 20(5), 485–501 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bard, J.F., Moore, J.T.: A branch and bound algorithm for the bilevel programming problem. SIAM J. Sci. Stat. Comput. 11(2), 281–292 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  6. Edmunds, T.A., Bard, J.F.: Algorithms for nonlinear bilevel mathematical programs. IEEE Trans. Syst. Man Cybern. 21(1), 83–89 (1991)

    Article  MathSciNet  Google Scholar 

  7. Al-Khayyal, F.A., Horst, R., Pardalos, P.M.: Global optimization of concave functions subject to quadratic constraints: an application in nonlinear bilevel programming. Ann. Op. Res. 34(1), 125–147 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  8. Liu, G., Han, J., Wang, S.: A trust region algorithm for bilevel programing problems. Chin. Sci. Bull. 43(10), 820–824 (1998)

    Article  MathSciNet  MATH  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  10. Vicente, L., Savard, G., Júdice, J.: Descent approaches for quadratic bilevel programming. J. Optim. Theory Appl. 81(2), 379–399 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  11. Brown, G., Carlyle, M., Diehl, D., Kline, J., Wood, K.: A two-sided optimization for theater ballistic missile defense. Op. Res. 53(5), 745–763 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  12. Wein, L.M.: Or forum-homeland security: From mathematical models to policy implementation: the 2008 philip mccord morse lecture. Op. Res. 57(4), 801–811 (2009)

    Article  Google Scholar 

  13. An, B., Ordóñez, F., Tambe, M., Shieh, E., Yang, R., Baldwin, C., DiRenzo III, J., Moretti, K., Maule, B., Meyer, G.: A deployed quantal response-based patrol planning system for the us coast guard. Interfaces 43(5), 400–420 (2013)

    Article  Google Scholar 

  14. Labbé, M., Marcotte, P., Savard, G.: A bilevel model of taxation and its application to optimal highway pricing. Manag. Sci. 44(12), 1608–1622 (1998). part-1

    Article  MATH  Google Scholar 

  15. Sinha, A., Malo, P., Frantsev, A., Deb, K.: Multi-objective stackelberg game between a regulating authority and a mining company: a case study in environmental economics. In: 2013 IEEE Congress on Evolutionary Computation (CEC), pp. 478–485. IEEE (2013)

    Google Scholar 

  16. Sinha, A., Malo, P., Deb, K.: Transportation policy formulation as a multi-objective bilevel optimization problem. In: 2015 IEEE Congress on Evolutionary Computation (CEC), pp. 1651–1658. IEEE (2015)

    Google Scholar 

  17. Nicholls, M.G.: Aluminum production modelingâĂŤa nonlinear bilevel programming approach. Op. Res. 43(2), 208–218 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  18. Hu, X., Ralph, D.: Using epecs to model bilevel games in restructured electricity markets with locational prices. Op. Res. 55(5), 809–827 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  19. Williams, N., Kannan, P., Azarm, S.: Retail channel structure impact on strategic engineering product design. Manag. Sci. 57(5), 897–914 (2011)

    Article  Google Scholar 

  20. Migdalas, A.: Bilevel programming in traffic planning: models, methods and challenge. J. Glob. Optim. 7(4), 381–405 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  21. Constantin, I., Florian, M.: Optimizing frequencies in a transit network: a nonlinear bi-level programming approach. Int. Trans. Op. Res. 2(2), 149–164 (1995)

    Article  MATH  Google Scholar 

  22. Brotcorne, L., Labbé, M., Marcotte, P., Savard, G.: A bilevel model for toll optimization on a multicommodity transportation network. Transp. Sci. 35(4), 345–358 (2001)

    Article  MATH  Google Scholar 

  23. Sun, H., Gao, Z., Wu, J.: A bi-level programming model and solution algorithm for the location of logistics distribution centers. Appl. Math. Model. 32(4), 610–616 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  24. Bard, J.F.: Coordination of a multidivisional organization through two levels of management. Omega 11(5), 457–468 (1983)

    Article  Google Scholar 

  25. Jin, Q., Feng, S.: Bi-level simulated annealing algorithm for facility location. Syst. Eng. 2, 007 (2007)

    Google Scholar 

  26. Uno, T., Katagiri, H., Kato, K.: An evolutionary multi-agent based search method for stackelberg solutions of bilevel facility location problems. Int. J. Innov. Comput. Inf. Control 4(5), 1033–1042 (2008)

    Google Scholar 

  27. Smith, W.R., Missen, R.W.: Chemical reaction equilibrium analysis: theory and algorithms, Wiley, xvi+ 364, 23 x 15 cm, illustrated (1982)

    Google Scholar 

  28. Clark, P.A., Westerberg, A.W.: Bilevel programming for steady-state chemical process designâĂŤi. fundamentals and algorithms. Comput. Chem. Eng. 14(1), 87–97 (1990)

    Article  Google Scholar 

  29. Bendsoe, M.P.: Optimization of Structural Topology, Shape, and Material, vol. 2. Springer, Berlin (1995)

    Book  MATH  Google Scholar 

  30. Snorre, C., Michael, P., Wynter, L.: Stochastic bilevel programming in structural optimization (1997)

    Google Scholar 

  31. Mombaur, K., Truong, A., Laumond, J.-P.: From human to humanoid locomotionâĂŤan inverse optimal control approach. Auton. Robots 28(3), 369–383 (2010)

    Article  Google Scholar 

  32. Albrecht, S., Ramirez-Amaro, K., Ruiz-Ugalde, F., Weikersdorfer, D., Leibold, M., Ulbrich, M., Beetz, M.: Imitating human reaching motions using physically inspired optimization principles. In: 2011 11th IEEE-RAS International Conference on Humanoid Robots (Humanoids), pp. 602–607. IEEE (2011)

    Google Scholar 

  33. Bäck, T.: Evolutionary algorithms in theory and practice (1996)

    Google Scholar 

  34. Mathieu, R., Pittard, L., Anandalingam, G.: Genetic algorithm based approach to bi-level linear programming, Revue française d’automatique, d’informatique et de recherche opérationnelle. Recherche opérationnelle 28(1), 1–21 (1994)

    MathSciNet  MATH  Google Scholar 

  35. Yin, Y.: Genetic-algorithms-based approach for bilevel programming models. J. Transp. Eng. 126(2), 115–120 (2000)

    Article  Google Scholar 

  36. Li, X., Tian, P., Min, X.: A hierarchical particle swarm optimization for solving bilevel programming problems. Artif. Intell. Soft Comput.–ICAISC 2006, pp. 1169–1178 (2006)

    Google Scholar 

  37. Li, H., Wang, Y.: A hybrid genetic algorithm for solving nonlinear bilevel programming problems based on the simplex method. In: ICNC 2007 Third International Conference on Natural Computation, vol. 4, pp. 91–95. IEEE (2007)

    Google Scholar 

  38. Zhu, X, Yu Q., Wang, X.: A hybrid differential evolution algorithm for solving nonlinear bilevel programming with linear constraints. In: ICCI 2006 5th IEEE International Conference on Cognitive Informatics, vol. 1, pp. 126–131. IEEE (2006)

    Google Scholar 

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

    Article  MathSciNet  Google Scholar 

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

    Google Scholar 

  41. Angelo, J.S., Barbosa, H.J.: A study on the use of heuristics to solve a bilevel programming problem. Int. Trans. Op. Res. 22(5), 861–882 (2015)

    Article  MathSciNet  MATH  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  43. Wang, Y., Jiao, Y.-C., Li, H.: An evolutionary algorithm for solving nonlinear bilevel programming based on a new constraint-handling scheme. IEEE Trans. Syst. Man Cybern. Part C: Appl. Rev. 35(2), 221–232 (2005)

    Article  Google Scholar 

  44. Wang, Y., Li, H., Dang, C.: A new evolutionary algorithm for a class of nonlinear bilevel programming problems and its global convergence. INFORMS J. Comput. 23(4), 618–629 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  45. Jiang, Y., Li, X., Huang, C., Wu, X.: Application of particle swarm optimization based on chks smoothing function for solving nonlinear bilevel programming problem. Appl. Math. Comput. 219(9), 4332–4339 (2013)

    MathSciNet  MATH  Google Scholar 

  46. Li, H.: A genetic algorithm using a finite search space for solving nonlinear/linear fractional bilevel programming problems. Ann. Op. Res. 235(1), 543–558 (2015)

    Article  MathSciNet  MATH  Google Scholar 

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

    Article  Google Scholar 

  48. Sinha, A., Malo, P., Deb, K.: Efficient evolutionary algorithm for single-objective bilevel optimization. arXivpreprintXiv arXiv:1303.3901 (2013)

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

    Google Scholar 

  50. Angelo, J.S., Krempser, E., Barbosa, H.J.: Solving optimistic bilevel programs by iteratively approximating lower level optimal value function. In: 2013 IEEE Congress on Evolutionary Computation (CEC), pp. 470–477. IEEE (2013)

    Google Scholar 

  51. Bialas, W.F., Karwan, M.H.: Two-level linear programming. Manag. Sci. 30(8), 1004–1020 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  52. Chen, Y., Florian, M.: On the geometric structure of linear bilevel programs: a dual approach. Centre de Recherche sur les Transports 867 (1992)

    Google Scholar 

  53. Tuy, H., Migdalas, A., Värbrand, P.: A global optimization approach for the linear two-level program. J. Glob. Optim. 3(1), 1–23 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  54. Bard, J.F., Falk, J.E.: An explicit solution to the multi-level programming problem. Comput. Op. Res. 9(1), 77–100 (1982)

    Article  MathSciNet  Google Scholar 

  55. Fortuny-Amat, J., McCarl, B.: A representation and economic interpretation of a two-level programming problem. J. Op. Rese. Soc. 783–792 (1981)

    Google Scholar 

  56. Ye, J.J., Zhu, D.: New necessary optimality conditions for bilevel programs by combining the mpec and value function approaches. SIAM J. Optim. 20(4), 1885–1905 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  57. Eichfelder, G.: Solving nonlinear multiobjective bilevel optimization problems with coupled upper level constraints. Inst. für Angewandte Mathematik (2007)

    Google Scholar 

  58. Eichfelder, G.: Multiobjective bilevel optimization. Math. Program. 123(2), 419–449 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  59. Shi, X., Xia, H.S.: Model and interactive algorithm of bi-level multi-objective decision-making with multiple interconnected decision makers. J. Multi-Criteria Decis. Anal. 10(1), 27–34 (2001)

    Article  MATH  Google Scholar 

  60. Halter, W., Mostaghim, S.: Bilevel optimization of multi-component chemical systems using particle swarm optimization. In: CEC 2006 IEEE Congress on Evolutionary Computation, pp. 1240–1247. IEEE (2006)

    Google Scholar 

  61. Deb, K., Sinha, A.: 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 (2010)

    Article  Google Scholar 

  62. Sinha, A.: Bilevel multi-objective optimization problem solving using progressively interactive emo. In: Evolutionary Multi-Criterion Optimization, pp. 269–284. Springer (2011)

    Google Scholar 

  63. Lai, Y.-J.: Hierarchical optimization: a satisfactory solution. Fuzzy Sets Syst. 77(3), 321–335 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  64. Sakawa, M., Nishizaki, I.: Interactive fuzzy programming for decentralized two-level linear programming problems. Fuzzy Sets Syst. 125(3), 301–315 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  65. Chen, L.-H., Chen, H.-H.: Considering decision decentralizations to solve bi-level multi-objective decision-making problems: a fuzzy approach. Appl. Math. Model. 37(10), 6884–6898 (2013)

    Article  MathSciNet  Google Scholar 

  66. Sinha, A., Malo, P., Deb, K.: Approximated set-valued mapping approach for handling multiobjective bilevel problems. In: Working paper. IEEE (2016)

    Google Scholar 

  67. Deb, K., Sinha, A.: Constructing test problems for bilevel evolutionary multi-objective optimization. In: 2009. CEC’09 IEEE Congress on Evolutionary Computation, pp. 1153–1160. IEEE (2009)

    Google Scholar 

  68. Gupta, A., Ong, Y.-S.: An evolutionary algorithm with adaptive scalarization for multiobjective bilevel programs. In: 2015 IEEE Congress on Evolutionary Computation (CEC), pp. 1636–1642. IEEE (2015)

    Google Scholar 

  69. Sinha, A., Malo, P., Deb, K.: Towards understanding bilevel multi-objective optimization with deterministic lower level decisions. In: Evolutionary Multi-Criterion Optimization. pp. 426–443. Springer (2015)

    Google Scholar 

  70. Sinha, A., Malo, P., Deb, K., Korhonen, P., Wallenius, J.: Solving bilevel multi-criterion optimization problems with lower level decision uncertainty (2015)

    Google Scholar 

  71. Lu, Z., Deb, K., Sinha, A.: Handling decision variable uncertainty in bilevel optimization problems. In: 2015 IEEE Congress on Evolutionary Computation (CEC), pp. 1683–1690. IEEE (2015)

    Google Scholar 

  72. Deb, K., Lu, Z., Sinha. A.: Finding reliable solutions in bilevel optimization problems under uncertainties. In: 18th Annual Conference on Genetic and Evolutionary Computation, 2016. GECCO 2016. IEEE (2016)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ankur Sinha .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Sinha, A., Malo, P., Deb, K. (2017). Evolutionary Bilevel Optimization: An Introduction and Recent Advances. In: Bechikh, S., Datta, R., Gupta, A. (eds) Recent Advances in Evolutionary Multi-objective Optimization. Adaptation, Learning, and Optimization, vol 20. Springer, Cham. https://doi.org/10.1007/978-3-319-42978-6_3

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-42978-6_3

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-42977-9

  • Online ISBN: 978-3-319-42978-6

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics