Bilevel Optimization via Collaborations Among Lower-Level Optimization Tasks

Abstract

Bilevel metaheuristics have been widely used for bilevel optimization. However, recent studies have indicated that most bilevel metaheuristics are inefficient since they perform the lower-level optimization task for each upper-level solution independently and neglect the relationship among lower-level optimization tasks. In this paper, we develop a bilevel metaheuristic with the collaborations among lower-level optimization tasks. Specifically, a population is evolved to solve the lower-level optimization tasks for all upper-level solutions collaboratively at each generation. In the population, each solution is associated with a lower-level optimization task. In such a way, all lower-level optimization tasks can be solved in a single run. To capture the individual features of different lower-level optimization tasks, we construct a lower-level search distribution for each lower-level optimization task based on all solutions in the population. In addition, an information-sharing mechanism is proposed to share good solutions among lower-level optimization tasks. Experiments on two sets of test problems and three practical applications demonstrate that our proposed algorithm performs better than other bilevel metaheuristics in comparison.