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
Subjects:	Bilevel optimization Decision making evolutionary algorithms Evolutionary computation Fertilizers Linear programming Mathematical programming Programming Stackelberg games
ISSN:	1089-778X, 1941-0026
Online Access:	Get full text
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Abstract	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.
AbstractList	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.
Author	Malo, Pekka Sinha, Ankur Deb, Kalyanmoy
Author_xml	– sequence: 1 givenname: Ankur surname: Sinha fullname: Sinha, Ankur email: asinha@iimahd.ernet.in organization: Department of Production and Quantitative Methods, Indian Institute of Management Ahmedabad, Ahmedabad, India – sequence: 2 givenname: Pekka surname: Malo fullname: Malo, Pekka email: pekka.malo@aalto.fi organization: Department of Information and Service Economy, Aalto University School of Business, Aalto, Finland – sequence: 3 givenname: Kalyanmoy orcidid: 0000-0001-7402-9939 surname: Deb fullname: Deb, Kalyanmoy email: kdeb@egr.msu.edu organization: Department of Electrical and Computer Engineering, Michigan State University, East Lansing, MI, USA
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Snippet	Bilevel optimization is defined as a mathematical program, where an optimization problem contains another optimization problem as a constraint. These problems...
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SubjectTerms	Bilevel optimization Decision making evolutionary algorithms Evolutionary computation Fertilizers Linear programming Mathematical programming Programming Stackelberg games
Title	A Review on Bilevel Optimization: From Classical to Evolutionary Approaches and Applications
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