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An efficient hybrid...
An efficient hybrid differential evolutionary algorithm for zbilevel optimisation problems
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- Bao, Xing (författare)
- Zhejiang Univ Finance & Econ, Coll Business Adm, Hangzhou, Zhejiang, Peoples R China.
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- Cui, Titing (författare)
- KTH
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- Zheng, Zhongliang (författare)
- China Agr Univ, Coll Econ & Management, Beijing, Peoples R China.
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- Liu, Haiyun (författare)
- Tulane Univ, Dept Econ, Sch Liberal Arts, New Orleans, LA 70118 USA.
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KTH Zhejiang Univ Finance & Econ, Coll Business Adm, Hangzhou, Zhejiang, Peoples R China (creator_code:org_t)
- ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2019
- 2019
- Engelska.
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Ingår i: Ekonomska Istrazivanja. - : ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD. - 1331-677X .- 1848-9664. ; 32:1, s. 3016-3033
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- Bilevel problems are widely used to describe the decision problems with hierarchical upper-lower-level structures in many economic fields. The bilevel optimisation problem (BLOP) is intrinsically NP-hard when its objectives and constraints are complex and the decision variables are large in scale at both levels. An efficient hybrid differential evolutionary algorithm for BLOP (HDEAB) is proposed where the optimal lower level value function mapping method, the differential evolutionary algorithm, k-nearest neighbours (KNN) and a nested local search are hybridised to improve the computational accuracy and efficiency. To show the performance of the HDEAB, numerical studies were conducted on SMD (Sinha, Maro and Deb) instances and an application example of optimising a venture capital staged-financing contract. The results demonstrate that the HDEAB outperforms the BLEAQ (bilevel evolutionary algorithm based on quadratic approximations) greatly in solving the BLOPs with different scales.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Computer Sciences (hsv//eng)
- SAMHÄLLSVETENSKAP -- Ekonomi och näringsliv (hsv//swe)
- SOCIAL SCIENCES -- Economics and Business (hsv//eng)
Nyckelord
- Bilevel optimisation problem
- differential evolutionary algorithm
- KNN
- nested local search
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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