Título: Differential Evolution and Lemkes Algorithm in the Solution of Bilevel Programming Problems
Autores: Larcher Junior, Celio Nogueira;Barbosa, Helio
Bilevel optimization problems rise great interest, given their ability to model hierarchical decision structures. However, the challenges in their solution require the development of appropriate computational techniques. This work aims at a class of bilevel problems where the ob- jective function of the follower agent is linear or quadratic in the follower variables. Using the Karush-Kuhn-Tucker conditions, the follower level is solved as a linear complementarity problem, giving rise to a nested approach. The follower response is obtained by Lemke’s algorithm, while the leader level is handled by the differential evolution metaheuristic.
Bilevel Programming;Differential Evolution;Lemkes Method
Código DOI: 10.21528/CBIC2017-120
Artigo em pdf: cbic-paper-120.pdf
Arquivo BibTeX: cbic-paper-120.bib