A Metaheuristic Framework for Bi-level Programming Problems with Multi-disciplinary Applications

Bi-level programming problems arise in situations when the decision maker has to take into account the responses of the users to his decisions. Several problems arising in engineering and economics can be cast within the bi-level programming framework. The bi-level programming model is also known as a Stackleberg or leader-follower game in which the leader chooses his variables so as to optimise his objective function, taking into account the response of the follower(s) who separately optimise their own objectives, treating the leader’s decisions as exogenous. In this chapter, we present a unified framework fully consistent with the Stackleberg paradigm of bi-level programming that allows for the integration of meta-heuristic algorithms with traditional gradient based optimisation algorithms for the solution of bi-level programming problems. In particular we employ Differential Evolution as the main meta-heuristic in our proposal.We subsequently apply the proposed method (DEBLP) to a range of problems from many fields such as transportation systems management, parameter estimation and game theory. It is demonstrated that DEBLP is a robust and powerful search heuristic for this class of problems characterised by non smoothness and non convexity

Interdependence between transportation system and power distribution system: a comprehensive review on models and applications

The rapidly increasing penetration of electric vehicles in modern metropolises has been witnessed during the past decade, inspired by financial subsidies as well as public awareness of climate change and environment protection. Integrating charging facilities, especially high-power chargers in fast charging stations, into power distribution systems remarkably alters the traditional load flow pattern, and thus imposes great challenges on the operation of distribution network in which controllable resources are rare. On the other hand, provided with appropriate incentives, the energy storage capability of electric vehicle offers a unique opportunity to facilitate the integration of distributed wind and solar power generation into power distribution system. The above trends call for thorough investigation and research on the interdependence between transportation system and power distribution system. This paper conducts a comprehensive survey on this line of research. The basic models of transportation system and power distribution system are introduced, especially the user equilibrium model, which describes the vehicular flow on each road segment and is not familiar to the readers in power system community. The modelling of interdependence across the two systems is highlighted. Taking into account such interdependence, applications ranging from long-term planning to short-term operation are reviewed with emphasis on comparing the description of traffic-power interdependence. Finally, an outlook of prospective directions and key technologies in future research is summarized.fi=vertaisarvioitu|en=peerReviewed

Generating quadratic bilevel programming test problems

This paper describes a technique for generating sparse or dense quadratic bilevel programming problems with a selectable number of known global and local solutions. The technique described here does not require the solution of any subproblems. In addition, since most techniques for solving these problems begin by solving the corresponding relaxed quadratic program, the global solutions are constructed to be different than the global solution of this relaxed problem in a selectable number of upper- and lower-level variables. Finally, the problems that are generated satisfy the requirements imposed by all of the solution techniques known to the authors.Instituto National de Investigação Científica de Portugal Contrato 89/EXA/5; Natural Sciences and Engineering Research Council of Canada Operating Grant 5671