Bilevel Optimization via Collaborations Among Lower-Level Optimization Tasks
Pei-Qiu Huang, Qingfu Zhang, Yong Wang
Abstract
Bilevel metaheuristics have been widely used for bilevel optimization. However, recent studies have indicated that most bilevel metaheuristics are inefficient since they perform the lower-level optimization task for each upper-level solution independently and neglect the relationship among lower-level optimization tasks. In this article, we develop a bilevel metaheuristic with the collaborations among lower-level optimization tasks. Specifically, a population is evolved to solve the lower-level optimization tasks for all upper-level solutions collaboratively at each generation. In the population, each solution is associated with a lower-level optimization task. In such a way, all lower-level optimization tasks can be solved in a single run. To capture the individual features of different lower-level optimization tasks, we construct a lower-level search distribution for each lower-level optimization task based on all solutions in the population. In addition, an information-sharing mechanism is proposed to share good solutions among lower-level optimization tasks. Experiments on two sets of test problems and three practical applications demonstrate that our proposed algorithm performs better than other bilevel metaheuristics in comparison.