基于随机权的多目标双层混合线性整数规划遗传算法

Guocheng Zou, Liping Jia, Jin Zou
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引用次数: 4

摘要

本文研究了一类多目标双层混合线性整数规划问题,其中上层是多目标线性优化问题,下层是单目标线性规划问题。对于这类问题,领导者的决策用0 - 1变量表示,追随者的决策用连续变量表示。利用KKT条件,将下层转化为上层的一系列约束。基于编码、交叉、突变、适应度分配方法和选择策略,提出了一种改进的多目标双层混合线性整数规划随机权重遗传算法。通过设计基准问题和适当的变换,将该算法与已有的分支定界算法进行比较。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Random-weight based genetic algorithm for multiobjective bilevel mixed linear integer programming
In this paper, we address a class of multiobjective bilevel mixed linear integer programming in which the upper level is a multiobjective linear optimization problem, and the lower level is a single-objective linear programming. For this kind of problem, the leader's decision are represented by zero-one variables, and the follower's decision are represented by continuous variables. Using KKT condition, the lower level is transformed into a series of constraints for the upper level. Based on coding, crossover, mutation, fitness assignment method and select strategy, an improved random-weight genetic algorithm for multiobjective bilevel mixed linear integer programming is proposed. By designing benchmark problems and suitable transformation, the proposed algorithm is compared by an existed branch-bound algorithm.
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