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A nested particle swarm algorithm based on sphere mutation to solve bi-level optimization

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Abstract

The problem of bi-level optimization has always been a hot topic due to its extensive application. Increasing size and complexity have prompted theoretical and practical interest in the design of effective algorithm. This paper adopts particle swarm algorithm (PSO) at both level. First, given the nested nature of bi-level problem, we introduce a hyper-sphere search into PSO as mutation operator to maintain the swarms diversity. Second, for complex constraints processing, the proposed algorithm adopts a dynamic constraint handling strategy, which makes the solution located on the constraint boundary easier to be obtained. Third, a quadratic approximation mutation is introduced into PSO, which guides particles to a better search area. Finally, the convergence is proved and the simulation results show that the proposed algorithm is effective.

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Acknowledgements

This work is supported by the National Nature Science Foundation of China (No. 61203372).

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Correspondence to JingXuan Wei.

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Zhao, L., Wei, J. A nested particle swarm algorithm based on sphere mutation to solve bi-level optimization. Soft Comput 23, 11331–11341 (2019). https://doi.org/10.1007/s00500-019-03888-6

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