A review on bilevel optimization: from classical to evolutionary approaches and applications
Abstract
Bilevel optimization is defined as a mathematical
program, where an optimization problem contains another optimization
problem as a constraint. These problems have received
significant attention from the mathematical programming community.
Only limited work exists on bilevel problems using
evolutionary computation techniques; however, recently there has
been an increasing interest due to the proliferation of practical
applications and the potential of evolutionary algorithms in tackling
these problems. This paper provides a comprehensive review
on bilevel optimization from the basic principles to solution
strategies; both classical and evolutionary. A number of potential
application problems are also discussed. To offer the readers
insights on the prominent developments in the field of bilevel
optimization, we have performed an automated text-analysis of
an extended list of papers published on bilevel optimization
to date. This paper should motivate evolutionary computation
researchers to pay more attention to this practical yet
challenging area.
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