• Title/Summary/Keyword: Nonlinear bilevel programming

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A GENETIC ALGORITHM BASED ON OPTIMALITY CONDITIONS FOR NONLINEAR BILEVEL PROGRAMMING PROBLEMS

  • Li, Hecheng;Wang, Yuping
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.597-610
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    • 2010
  • For a class of nonlinear bilevel programming problems in which the follower's problem is linear, the paper develops a genetic algorithm based on the optimality conditions of linear programming. At first, we denote an individual by selecting a base of the follower's linear programming, and use the optimality conditions given in the simplex method to denote the follower's solution functions. Then, the follower's problem and variables are replaced by these optimality conditions and the solution functions, which makes the original bilevel programming become a single-level one only including the leader's variables. At last, the single-level problem is solved by using some classical optimization techniques, and its objective value is regarded as the fitness of the individual. The numerical results illustrate that the proposed algorithm is efficient and stable.

OD trip matrix estimation from urban link traffic counts (comparison with GA and SAB algorithm) (링크관측교통량을 이용한 도시부 OD 통행행렬 추정 (GA와 SAB 알고리즘의 비교를 중심으로))

  • 백승걸;김현명;임용택;임강원
    • Journal of Korean Society of Transportation
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    • v.18 no.6
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    • pp.89-99
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    • 2000
  • To cope with the limits of conventional O-D trip matrix collecting methods, several approaches have been developed. One of them is bilevel Programming method Proposed by Yang(1995), which uses Sensitivity Analysis Based(SAB) algorithm to solve Generalized Least Square(GLS) problem. However, the SAB a1gorithm has revealed two critical short-comings. The first is that when there exists a significant difference between target O-D matrix and true O-D matrix, SAB algorithm may not produce correct solution. This stems from the heavy dependance on the historical O-D information, in special when gravel Patterns are dramatically changed. The second is the assumption of iterative linear approximation to original Problem. Because of the approximation, SAB algorithm has difficulty in converging to Perfect Stackelberg game condition. So as to avoid the Problems. we need a more robust and stable solution method. The main purpose of this Paper is to show the problem of the dependency of Previous models and to Propose an alternative solution method to handle it. The Problem of O-D matrix estimation is intrinsically nonlinear and nonconvex. thus it has multiple solutions. Therefore it is necessary to require a method for searching globa1 solution. In this paper, we develop a solution algorithm combined with genetic algorithm(GA) , which is widely used as probabilistic global searching method To compare the efficiency of the algorithm, SAB algorithm suggested by Yang et al. (1992,1995) is used. From the results of numerical example, the Proposed algorithm is superior to SAB algorithm irrespective of travel patterns.

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