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

Differential evolution based bi-level programming algorithm for computing normalized nash equilibrium

The Generalised Nash Equilibrium Problem (GNEP) is a Nash game with the distinct feature that the feasible strategy set of a player depends on the strategies chosen by all her opponents in the game. This characteristic distinguishes the GNEP from a conventional Nash Game. These shared constraints on each player’s decision space, being dependent on decisions of others in the game, increases its computational difficulty. A special solution of the GNEP is the Nash Normalized Equilibrium which can be obtained by transforming the GNEP into a bi-level program with an optimal value of zero in the upper level. In this paper, we propose a Differential Evolution based Bi-Level Programming algorithm embodying Stochastic Ranking to handle constraints (DEBLP-SR) to solve the resulting bi-level programming formulation. Numerical examples of GNEPs drawn from the literature are used to illustrate the performance of the proposed algorithm

Optimistic Variants of Single-Objective Bilevel Optimization for Evolutionary Algorithms

Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there has been an increased interest from the evolutionary computation community to model bilevel problems due to its applicability in real-world applications for decision-making problems. In this work, a partial nested evolutionary approach with a local heuristic search has been proposed to solve the benchmark problems and have outstanding results. This approach relies on the concept of intermarriage-crossover in search of feasible regions by exploiting information from the constraints. A new variant has also been proposed to the commonly used convergence approaches, i.e., optimistic and pessimistic. It is called an extreme optimistic approach. The experimental results demonstrate the algorithm converges differently to known optimum solutions with the optimistic variants. Optimistic approach also outperforms pessimistic approach. Comparative statistical analysis of our approach with other recently published partial to complete evolutionary approaches demonstrates very competitive results

Optimal Design of Signal Controlled Road Networks Using Differential Evolution Optimization Algorithm

This study proposes a traffic congestion minimization model in which the traffic signal setting optimization is performed through a combined simulation-optimization model. In this model, the TRANSYT traffic simulation software is combined with Differential Evolution (DE) optimization algorithm, which is based on the natural selection paradigm. In this context, the EQuilibrium Network Design (EQND) problem is formulated as a bilevel programming problem in which the upper level is the minimization of the total network performance index. In the lower level, the traffic assignment problem, which represents the route choice behavior of the road users, is solved using the Path Flow Estimator (PFE) as a stochastic user equilibrium assessment. The solution of the bilevel EQND problem is carried out by the proposed Differential Evolution and TRANSYT with PFE, the so-called DETRANSPFE model, on a well-known signal controlled test network. Performance of the proposed model is compared to that of two previous works where the EQND problem has been solved by Genetic-Algorithms- (GAs-) and Harmony-Search- (HS-) based models. Results show that the DETRANSPFE model outperforms the GA- and HS-based models in terms of the network performance index and the computational time required

Solving bilevel multi-objective optimization problems using evolutionary algorithms

Bilevel optimization problems require every feasible upper-level solution to satisfy optimality of a lower-level optimization problem. These problems commonly appear in many practical problem solving tasks including optimal control, process optimization, game-playing strategy development, transportation problems, and others. In the context of a bilevel single objective problem, there exists a number of theoretical, numerical, and evolutionary optimization results. However, there does not exist too many studies in the context of having multiple objectives in each level of a bilevel optimization problem. In this paper, we address bilevel multi-objective optimization issues and propose a viable algorithm based on evolutionary multi-objective optimization (EMO) principles. Proof-of-principle simulation results bring out the challenges in solving such problems and demonstrate the viability of the proposed EMO technique for solving such problems. This paper scratches the surface of EMO-based solution methodologies for bilevel multi-objective optimization problems and should motivate other EMO researchers to engage more into this important optimization task of practical importance