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Research Article Open access CC BY 4.0

Combining a Continuous Search Algorithm with a Discrete Search Algorithm for Solving Non-linear Bi-level Programming Problem

Eghbal Hosseini, Isa Nakhai Kamalabadi

Journal of Scientific Research and Reports · pp. 549–559 · Published 10 Apr 2015

10.9734/JSRR/2015/15831

Abstract

The multi-level programming problems, have received much interest from researchers because of their application in several areas such as economic, traffic, finance, management, transportation and so on. Among these, the bi-level programming problem (BLPP) is an appropriate tool to model these real problems. It has been proven that the general BLPP is an NP-hard problem, so it is a practical and complicated problem therefore solving this problem would be significant. However the literature shows several algorithms to solve different forms of the bi-level programming problems (BLPP), but there is no any hybrid approach of combining of two meta-heuristic algorithms. In this paper, the authors combine particle swarm optimization (PSO), which is a continuous approach, with a proposed modified genetic algorithm (MGA), which is a discrete algorithm, using a heuristic function and constructing an effective hybrid approaches (PSOMGA). Using the Karush-Kuhn-Tucker conditions the BLPP is converted to a non-smooth single level problem, and then it is smoothed by a new heuristic method for using PSOMGA. The smoothed problem is solved using PSOMGA which is a fast approximate method for solving the non-linear BLPP. The presented approach achieves an efficient and feasible solution in an appropriate time, as justified by comparison with test problems.

Particle swarm optimization genetic algorithm non-linear bi-level programming problem karush-kuhn-tucker conditions

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Cited by 2

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Eghbal Hosseini · arXiv.org · 2023

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