A particle swarm optimization based algorithm for fuzzy bilevel decision making

Bilevel decision techniques are developed for decentralized planning problems with decision makers located in a two-level system. This study develops a particle swarm optimization based algorithm to solve fuzzy linear bilevel (FLBL) decision problems. A main advantage of this algorithm is that the optimization technique is adopted directly on FLBL problems by fully considering the original information carried by the fuzzy parameters, thus minimizing information loss. Experiments reveal that this algorithm can effectively solve the fuzzy linear bilevel decision problems.

[1]  R. W. Dobbins,et al.  Computational intelligence PC tools , 1996 .

[2]  Riccardo Poli,et al.  Particle swarm optimization , 1995, Swarm Intelligence.

[3]  Tharam S. Dillon,et al.  Model and extended Kuhn–Tucker approach for bilevel multi-follower decision making in a referential-uncooperative situation , 2007, J. Glob. Optim..

[4]  Ichiro Nishizaki,et al.  Interactive fuzzy programming for multilevel linear programming problems with fuzzy parameters , 2000 .

[5]  Young-Jou Lai,et al.  Hierarchical optimization: A satisfactory solution , 1996, Fuzzy Sets Syst..

[6]  José Fortuny-Amat,et al.  A Representation and Economic Interpretation of a Two-Level Programming Problem , 1981 .

[7]  Jershan Chiang,et al.  Fuzzy linear programming based on statistical confidence interval and interval-valued fuzzy set , 2001, Eur. J. Oper. Res..

[8]  Nguyen Van Hop.  Solving linear programming problems under fuzziness and randomness environment using attainment values , 2007, Inf. Sci..

[9]  Guangquan Zhang,et al.  A lambda-cut approximate approach to supporting Fuzzy Goal based Bilevel Decision Making in risk management , 2007 .

[10]  Ichiro Nishizaki,et al.  Interactive fuzzy programming for multi-level linear programming problems with fuzzy parameters , 2000, Fuzzy Sets Syst..

[11]  Jie Lu,et al.  On bilevel multi-follower decision making: General framework and solutions , 2006, Inf. Sci..

[12]  Heinrich von Stackelberg,et al.  Stackelberg (Heinrich von) - The Theory of the Market Economy, translated from the German and with an introduction by Alan T. PEACOCK. , 1953 .

[13]  Guangquan Zhang,et al.  An Approximation Branch-and-Bound Algorithm for Fuzzy Bilevel Decision Making Problems , 2006 .

[14]  Zhigang Zhao,et al.  Particle Swarm Optimization Based Algorithm for Bilevel Programming Problems , 2006, Sixth International Conference on Intelligent Systems Design and Applications.

[15]  Michael N. Vrahatis,et al.  Recent approaches to global optimization problems through Particle Swarm Optimization , 2002, Natural Computing.

[16]  Weldon A. Lodwick,et al.  Fuzzy linear programming using a penalty method , 2001, Fuzzy Sets Syst..

[17]  Jonathan F. Bard,et al.  Practical Bilevel Optimization , 1998 .

[18]  S. Kitayama,et al.  A method for mixed integer programming problems by particle swarm optimization , 2006 .

[19]  Lourdes Campos,et al.  Linear programming problems and ranking of fuzzy numbers , 1989 .

[20]  Guangquan Zhang,et al.  Model and approach of fuzzy bilevel decision making for logistics planning problem , 2007, J. Enterp. Inf. Manag..

[21]  Marc Roubens,et al.  Ranking and defuzzification methods based on area compensation , 1996, Fuzzy Sets Syst..

[22]  Rajkumar Roy,et al.  Bi-level optimisation using genetic algorithm , 2002, Proceedings 2002 IEEE International Conference on Artificial Intelligence Systems (ICAIS 2002).

[23]  Russell C. Eberhart,et al.  A new optimizer using particle swarm theory , 1995, MHS'95. Proceedings of the Sixth International Symposium on Micro Machine and Human Science.

[24]  Shiyou Yang,et al.  A particle swarm optimization-based method for multiobjective design optimizations , 2005, IEEE Transactions on Magnetics.

[25]  G. Anandalingam,et al.  Genetic algorithm based approach to bi-level linear programming , 1994 .

[26]  Amelia Bilbao-Terol,et al.  Linear programming with fuzzy parameters: An interactive method resolution , 2007, Eur. J. Oper. Res..

[27]  Shouyang Wang,et al.  Game Theoretical Analysis of Buy-it-now Price Auctions , 2006, Int. J. Inf. Technol. Decis. Mak..

[28]  Cheng-Min Feng,et al.  A fuzzy bi-level and multi-objective model to control traffic flow into the disaster area post earthquake , 2005 .

[29]  Michael R. Lyu,et al.  A hybrid particle swarm optimization-back-propagation algorithm for feedforward neural network training , 2007, Appl. Math. Comput..

[30]  Tharam S. Dillon,et al.  An Approximation Kuhn-Tucker Approach for Fuzzy Linear Bilevel Decision Making , 2008, Intelligent Decision Making: An AI-Based Approach.

[31]  Jie Lu,et al.  A bilevel model for railway train set organizing optimization , 2007 .

[32]  Olga Kosheleva,et al.  IEEE International Conference on Fuzzy Systems , 1996 .

[33]  ZhenKui Pei,et al.  A Novel Method for Solving Nonlinear Bilevel Programming Based on hybrid Particle Swarm Optimization , 2006, 2006 8th international Conference on Signal Processing.

[34]  E. Stanley Lee,et al.  Fuzzy approach for multi-level programming problems , 1996, Comput. Oper. Res..

[35]  J. Pang,et al.  Strategic gaming analysis for electric power systems: an MPEC approach , 2000 .

[36]  G Zhang,et al.  Kth best algorithm for fuzzy bilevel programming , 2006 .