Orthogonal genetic algorithm for solving quadratic bilevel programming problems

被引：19
|
作者：
Li, Hong [1 ,2 ]
Jiao, Yongchang [1 ]
Zhang, Li [2 ]
机构：
[1] Xidian Univ, Natl Key Lab Antennas & Microwave Technol, Xian 710071, Peoples R China
[2] Xidian Univ, Sch Sci, Xian 710071, Peoples R China
来源：
JOURNAL OF SYSTEMS ENGINEERING AND ELECTRONICS | 2010年 / 21卷 / 05期
基金：
中国国家自然科学基金;
关键词：
orthogonal genetic algorithm; quadratic bilevel programming problem; Karush-Kuhn-Tucker conditions; orthogonal experimental design; global optimal solution;
D O I：
10.3969/j.issn.1004-4132.2010.05.008
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A quadratic bilevel programming problem is transformed into a single level complementarity slackness problem by applying Karush-Kuhn-Tucker (KKT) conditions. To cope with the complementarity constraints, a binary encoding scheme is adopted for KKT multipliers, and then the complementarity slackness problem is simplified to successive quadratic programming problems, which can be solved by many algorithms available. Based on 0-1 binary encoding, an orthogonal genetic algorithm, in which the orthogonal experimental design with both two-level orthogonal array and factor analysis is used as crossover operator, is proposed. Numerical experiments on 10 benchmark examples show that the orthogonal genetic algorithm can find global optimal solutions of quadratic bilevel programming problems with high accuracy in a small number of iterations.
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页码：763 / 770
页数：8
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