A cluster-based co-evolutionary optimization method for bilevel multi-objective optimization

Abstract

The research motivation of multi-objective bilevel optimization mainly stems from the need to solve practical problems and improve decision-making efficiency. On the one hand, bilevel optimization helps to solve the complexity and uncertainty in real life, thereby improving decision-making efficiency and robustness. On the other hand, by promoting the development and application of AI technology, bilevel optimization also provides support for sustainable development. Although the application of bilevel optimization has proven to be beneficial in addressing various real-life problems. However, recent studies indicate that achieving both high speed and high-quality optimization through existing algorithms remains challenging. This difficulty arises due to the NP-hard nature of the bilevel optimization problem. The nested structure method, commonly used to tackle this problem, involves each upper level solution independently performing the lower level optimization task. This approach significantly increases the number of evaluations for the lower level. To address this issue, our proposed method leverages the similarity in lower level optimization to group upper level solutions, enabling co-evolution of lower level solutions within the same group. Consequently, this approach substantially reduces the number of evaluations required for lower level solutions. Additionally, our method pairs parents and offspring, the optimized lower level solutions of the parents are utilized to optimize the lower level solutions of the offspring. This approach accelerates the optimization process for the lower level. To validate the effectiveness of our algorithm, we have applied it to a suite of test problems, demonstrating satisfactory performance.