Combined knowledge transfer and adaptive coordinate systems approach for evolutionary bilevel optimization

Abstract

Reducing the number of lower-level function evaluations (LFEs) is crucial to designing a bilevel evolutionary algorithm (BLEA) for bilevel optimization. Direct neighbor solution transfer (DST) is regularly used in BLEA because it can improve the lower-level search efficiency and reduce the number of LFEs. But this method still faces the challenge of misleading searches to make the algorithm converge to the wrong optimum. This paper proposes a bilevel improved multi-operator differential evolution algorithm (BL-IMODE) for bilevel optimization, which uses the knowledge transfer and adaptive coordinate systems approach. Specifically, this paper proposes a lower-level search knowledge transfer (LLS-KT) and a lower-level (LL) optimal solution distribution information transfer (LLO-DIT) mechanism to implement knowledge transfer. In LLS-KT, transferring LL solutions to the LL optimizer is similar to DST, but the LLS-KT transfers multiple solutions and thus has less possibility of misleading searches than DST. Moreover, the LLO-DIT transfers the LL optimal solution distribution information to the LL optimizer for generating promising offspring solutions. Since this method does not directly transfer LL solutions, it avoids misleading searches. Additionally, the adaptive coordinate systems (ACS) approach is used in two-level optimizers to suit different fitness landscapes and further reduce the number of LFEs. In ACS, three differential evolution mutation operators are produced in two coordinate systems. An adaptive strategy is used to select the suitable differential evolution mutation operator to generate promising offspring solutions in the Eigen coordinate or original coordinate system. Experimental studies on three test suites benchmark problems for comparison with seven state-of-the-art algorithms are conducted. The results show BL-IMODE has a significant advantage over the comparative algorithms. Finally, BL-IMODE is applied to tackle the inverse optimal control problem.