A co-evolutionary decomposition-based algorithm for Bi-Level combinatorial optimization

Abstract

Several optimization problems encountered in practice have two levels of optimization instead of a single one. These BLOPs (Bi-Level Optimization Problems) are very computationally expensive to solve since the evaluation of each upper level solution requires finding an optimal solution for the lower level. Recently, a new research field, called EBO (Evolutionary Bi-Level Optimization) has appeared thanks to the promising results obtained by the use of EAs (Evolutionary Algorithms) to solve such kind of problems. Most of these promising results are restricted to the continuous case. Motivated by this observation, we propose a new bi-level algorithm, called CODBA (CO-Evolutionary Decomposition based Bi-level Algorithm), to tackle combinatorial BLOPs. The basic idea of our CODBA is to exploit decomposition, parallelism, and co-evolution within the lower level in order to cope with the high computational cost. CODBA is assessed on a set of instances of the bi-level MDVRP (Multi-Depot Vehicle Routing Problem) and is confronted to two recently proposed bi-level algorithms. The statistical analysis of the obtained results shows the merits of CODBA from effectiveness and efficiency viewpoints.