A new algorithm for multilevel optimization problems using evolutionary strategy, inspired by natural adaptation

SL Tilahun, SM Kassa, HC Ong - … in Artificial Intelligence: 12th Pacific Rim …, 2012 - Springer
PRICAI 2012: Trends in Artificial Intelligence: 12th Pacific Rim International …, 2012Springer
Multilevel optimization problems deals with mathematical programming problems whose
feasible set is implicitly determined by a sequence of nested optimization problems. These
kind of problems are common in different applications where there is a hierarchy of decision
makers exists. Solving such problems has been a challenge especially when they are non
linear and non convex. In this paper we introduce a new algorithm, inspired by natural
adaptation, using (1+ 1)-evolutionary strategy iteratively. Suppose there are k level …
Abstract
Multilevel optimization problems deals with mathematical programming problems whose feasible set is implicitly determined by a sequence of nested optimization problems. These kind of problems are common in different applications where there is a hierarchy of decision makers exists. Solving such problems has been a challenge especially when they are non linear and non convex. In this paper we introduce a new algorithm, inspired by natural adaptation, using (1+1)-evolutionary strategy iteratively. Suppose there are k level optimization problem. First, the leader’s level will be solved alone for all the variables under all the constraint set. Then that solution will adapt itself according to the objective function in each level going through all the levels down. When a particular level’s optimization problem is solved the solution will be adapted the level’s variable while the other variables remain being a fixed parameter. This updating process of the solution continues until a stopping criterion is met. Bilevel and trilevel optimization problems are used to show how the algorithm works. From the simulation result on the two problems, it is shown that it is promising to uses the proposed metaheuristic algorithm in solving multilevel optimization problems.
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