An improved bilevel evolutionary algorithm based on Quadratic Approximations

Abstract

In this paper, we provide an improved evolutionary algorithm for bilevel optimization. It is an extension of a recently proposed Bilevel Evolutionary Algorithm based on Quadratic Approximations (BLEAQ). Bilevel optimization problems are known to be difficult and computationally demanding. The recently proposed BLEAQ approach has been able to bring down the computational expense significantly as compared to the contemporary approaches. The strategy proposed in this paper further improves the algorithm by incorporating archiving and local search. Archiving is used to store the feasible members produced during the course of the algorithm that provide a larger pool of members for better quadratic approximations of optimal lower level solutions. Frequent local searches at upper level supported by the quadratic approximations help in faster convergence of the algorithm. The improved results have been demonstrated on two different sets of test problems, and comparison results against the contemporary approaches are also provided.