Development of Methods for Solving Bilevel Optimization Problems

Bilevel optimization, also referred to as bilevel programming, involves solving an upper level problem subject to the optimality of a corresponding lower level problem. The upper and lower level problems are also referred to as the leader and follower problems, respectively. Both levels have their associated objective(s), variable(s) and constraint(s). Such problems model real-life scenarios of cases where the performance of an upper level authority is realizable/sustainable only if the corresponding lower level objective is optimum. A number of practical applications in the field of engineering, logistics, economics and transportation have inherent nested structure that are suited to this type of modelling. The range of applications as well as a rapid increase in the size and complexity of such problems has prompted active interest in the design of efficient algorithms for bilevel optimization. Bilevel optimization problems present a number of unique and interesting challenges to algorithm design. The nested nature of the problem requires optimization of a lower level problem to evaluate each upper level solution, which makes it computationally exorbitant. Theoretically, an upper level solution is considered valid/feasible only if the corresponding lower level variables are the true global optimum of the lower level problem. Global optimality can be reliably asserted in very limited cases, for example convex and linear problems. In deceptive cases, an inaccurate lower level optimum may result in an objective value better than true optimum at the upper level, which poses a severe challenge for ranking/selection strategies used within any optimization technique. In turn, this also makes the performance evaluation very difficult since the performance cannot be judged based on the objective values alone. While the area of bilevel (or more generally, multilevel) programming itself is not very new, most reports in this direction up until about a decade ago considered solving linear or at most quadratic problems at both levels. Correspondingly, the focus on was on development of exact methods to solve such problems. However, such methods typically require assumptions on mathematical properties, which may not always hold in practical applications. With increasing use of computer simulation-based evaluations in a number of disciplines in science and engineering, there is more need than ever to handle problems that are highly nonlinear or even black-box in nature. Metaheuristic algorithms, such as evolutionary algorithms are more suited to this emerging paradigm. The foray of evolutionary algorithms in bilevel programming is relatively recent and there remains scope of substantial development in the field in terms of addressing the aforementioned challenges. The work presented in this thesis is directed towards improving evolutionary techniques to enable them solve generic bilevel problems more accurately using lower number of function evaluations compared to the existing methods. Three key approaches are investigated towards accomplishing this: (a) e active hybridization of global and local search methods during dierent stages of the overall search; (b) use of surrogate models to guide the search using approximations in lieu of true function evaluations, and (c) use of a non-nested re-formulation of the problem. While most of the work is focused on single-objective problems, preliminary studies are also presented on multi-objective bilevel problems. The performance of the proposed approaches is evaluated on a comprehensive suite of mathematical test problems available in the literature, as well as some practical problems. The proposed approaches are observed to achieve a favourable balance between accuracy and computational expense for solving bilevel optimization problems, and thus exhibit suitability for use in real-life applications

An analytics-based heuristic decomposition of a bilevel multiple-follower cutting stock problem

This paper presents a new class of multiple-follower bilevel problems and a heuristic approach to solving them. In this new class of problems, the followers may be nonlinear, do not share constraints or variables, and are at most weakly constrained. This allows the leader variables to be partitioned among the followers. We show that current approaches for solving multiple-follower problems are unsuitable for our new class of problems and instead we propose a novel analytics-based heuristic decomposition approach. This approach uses Monte Carlo simulation and k-medoids clustering to reduce the bilevel problem to a single level, which can then be solved using integer programming techniques. The examples presented show that our approach produces better solutions and scales up better than the other approaches in the literature. Furthermore, for large problems, we combine our approach with the use of self-organising maps in place of k-medoids clustering, which significantly reduces the clustering times. Finally, we apply our approach to a real-life cutting stock problem. Here a forest harvesting problem is reformulated as a multiple-follower bilevel problem and solved using our approachThis publication has emanated from research conducted with the financial support of Science Foundation Ireland (SFI) under Grant Number SFI/12/RC/228

Seeking multiple solutions:an updated survey on niching methods and their applications

Multi-Modal Optimization (MMO) aiming to locate multiple optimal (or near-optimal) solutions in a single simulation run has practical relevance to problem solving across many fields. Population-based meta-heuristics have been shown particularly effective in solving MMO problems, if equipped with specificallydesigned diversity-preserving mechanisms, commonly known as niching methods. This paper provides an updated survey on niching methods. The paper first revisits the fundamental concepts about niching and its most representative schemes, then reviews the most recent development of niching methods, including novel and hybrid methods, performance measures, and benchmarks for their assessment. Furthermore, the paper surveys previous attempts at leveraging the capabilities of niching to facilitate various optimization tasks (e.g., multi-objective and dynamic optimization) and machine learning tasks (e.g., clustering, feature selection, and learning ensembles). A list of successful applications of niching methods to real-world problems is presented to demonstrate the capabilities of niching methods in providing solutions that are difficult for other optimization methods to offer. The significant practical value of niching methods is clearly exemplified through these applications. Finally, the paper poses challenges and research questions on niching that are yet to be appropriately addressed. Providing answers to these questions is crucial before we can bring more fruitful benefits of niching to real-world problem solving

On green routing and scheduling problem

The vehicle routing and scheduling problem has been studied with much interest within the last four decades. In this paper, some of the existing literature dealing with routing and scheduling problems with environmental issues is reviewed, and a description is provided of the problems that have been investigated and how they are treated using combinatorial optimization tools

A new differential evolution using a bilevel optimization model for solving generalized multi-point dynamic aggregation problems

The multi-point dynamic aggregation problem (MPDAP) comes mainly from real-world applications, which is characterized by dynamic task assignation and routing optimization with limited resources. Due to the dynamic allocation of tasks, more than one optimization objective, limited resources, and other factors involved, the computational complexity of both route programming and resource allocation optimization is a growing problem. In this manuscript, a task scheduling problem of fire-fighting robots is investigated and solved, and serves as a representative multi-point dynamic aggregation problem. First, in terms of two optimized objectives, the cost and completion time, a new bilevel programming model is presented, in which the task cost is taken as the leader's objective. In addition, in order to effectively solve the bilevel model, a differential evolution is developed based on a new matrix coding scheme. Moreover, some percentage of high-quality solutions are applied in mutation and selection operations, which helps to generate potentially better solutions and keep them into the next generation of population. Finally, the experimental results show that the proposed algorithm is feasible and effective in dealing with the multi-point dynamic aggregation problem

Tedarik zinciri optimizasyon çalışmaları: Literatür araştırması ve sınıflama

Supply chain planning is an integrated process in which a group of several organizations, such as suppliers, producers, distributors and retailers, work together. It comprises procurement, production, distribution and demand planning topics. These topics require taking strategical, tactical and operational decisions. This research aims to reveal which supply chain topics, which decision levels, and which optimization methods are mostly studied in supply chain planning. This paper presents a total of 77 reviewed works published between 1993 and 2016 about supply chain planning. The reviewed works are categorized according to following elements: decision levels, supply chain optimization topics, objectives, optimization models.Tedarik Zinciri, tedarikçiler, üreticiler, dağıtıcılar ve toptancılar gibi bir grup organizasyonu birleştiren entegre bir süreçtir. Tedarik, üretim, dağıtım ve talep planlama konularını içerir. Bu konular stratejik, taktik ve operasyonel kararlar almayı gerektirir. Bu araştırma tedarik zinciri planlamasında hangi tedarik zinciri konularının, hangi karar/planlama seviyelerinin ve hangi optimizasyon metotlarının literatürde en çok çalışıldığını göstermektedir. Çalışma 1993 ve 2016 yılları arasındaki tedarik zinciri planlama konusundaki 77 adet çalışmanın incelenmesine ait sonuçları sunmaktadır. İncelenen çalışmalar şu kriterlere gore kategorize edilmiştir: karar seviyesi, tedarik zinciri optimizasyon konuları, amaçlar, optimizasyon modelleri