A genetic algorithm for solving linear fractional bilevel problems

A genetic algorithm for solving linear fractional bilevel problems

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Article ID: iaor200937807
Country: Germany
Volume: 166
Issue: 1
Start Page Number: 39
End Page Number: 56
Publication Date: Feb 2009
Journal: Annals of Operations Research
Authors: , ,
Keywords: programming: fractional
Abstract:

Bilevel programming has been proposed for dealing with decision processes involving two decision makers with a hierarchical structure. They are characterized by the existence of two optimization problems in which the constraint region of the upper level problem is implicitly determined by the lower level optimization problem. In this paper a genetic algorithm is proposed for the class of bilevel problems in which both level objective functions are linear fractional and the common constraint region is a bounded polyhedron. The algorithm associates chromosomes with extreme points of the polyhedron and searches for a feasible solution close to the optimal solution by proposing efficient crossover and mutation procedures. The computational study shows a good performance of the algorithm, both in terms of solution quality and computational time.

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