A Hybrid Differential Evolution Algorithm for Solving Nonlinear Bilevel Programming with Linear Constraints

A hybrid differential evolution method was proposed for the general (nonlinear) bilevel programming (GBP) with linear constraint functions by combining the differential evolution algorithm (DE) with the interior point algorithm. The differential evolution algorithm was designed to operate in the up-level problems of GBP and the interior point algorithm was employed to solve the lower-level problems. With testing the solvability of the lower-level problem by the interior point algorithm, the infeasible individuals can be screened out and the difficulty of using penalty functions to deal with the constraints is avoided. Finally, six numerical experiments with the offline-performance analyses were given to show the effectiveness of the algorithm

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