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arXiv · 1705.06270

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

Ankur Sinha·Pekka Malo·Kalyanmoy Deb
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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.

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Ankur Sinha, Pekka Malo, Kalyanmoy Deb. 2017-05-17. A Review on Bilevel Optimization: From Classical to Evolutionary Approaches and Applications. https://arxiv.org/abs/1705.06270

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