A Review on Bilevel Optimization: From Classical to Evolutionary Approaches and Applications

Bilevel optimization is defined as a mathematical program, where an optimization problem contains another optimization problem as a constraint. These problems have received significant attention from the mathematical programming community. Only limited work exists on bilevel problems using evolution...

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Bibliographic Details
Published in:IEEE transactions on evolutionary computation Vol. 22; no. 2; pp. 276 - 295
Main Authors: Sinha, Ankur, Malo, Pekka, Deb, Kalyanmoy
Format: Journal Article
Language:English
Published: IEEE 01.04.2018
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ISSN:1089-778X, 1941-0026
Online Access:Get full text
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Summary:Bilevel optimization is defined as a mathematical program, where an optimization problem contains another optimization problem as a constraint. These problems have received significant attention from the mathematical programming community. Only limited work exists on bilevel problems using evolutionary computation techniques; however, recently there has been an increasing interest due to the proliferation of practical applications and the potential of evolutionary algorithms in tackling these problems. This paper provides a comprehensive review on bilevel optimization from the basic principles to solution strategies; both classical and evolutionary. A number of potential application problems are also discussed. To offer the readers insights on the prominent developments in the field of bilevel optimization, we have performed an automated text-analysis of an extended list of papers published on bilevel optimization to date. This paper should motivate evolutionary computation researchers to pay more attention to this practical yet challenging area.
ISSN:1089-778X
1941-0026
DOI:10.1109/TEVC.2017.2712906