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Exponential distribution-based genetic algorithm for solving mixed-integer bilevel programming problems
Authors:Li Hecheng  Wang Yuping[Author vitae]
Institution:aSchool of Computer Science and Technology, Xidian Univ., Xi'an 710071, P. R. China;bDept. of Mathematics Science, Xidian Univ., Xi'an 710071, P. R. China
Abstract:Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower's functions are separable with respect to the follower's variables, and the other is that the follower's functions are convex if the follower's variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader's variable x, it is proved that the optimal solution y of the follower's mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower's programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter A, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.
Keywords:mixed-integer nonlinear bilevel programming  genetic algorithm  exponential distribution  optimal solutions
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