A Review on Bilevel Optimization: From Classical to Evolutionary Approaches and Applications

Ankur Sinha, Pekka Malo, Kalyanmoy Deb

Research output: Contribution to journalReview Articlepeer-review

704 Citations (Scopus)

Abstract

Bilevel optimization is defined as a mathematical program, where an optimization problem contains another optimization problem as a constraint. These problems have received significant attention from the mathematical programming community. Only limited work exists on bilevel problems using evolutionary computation techniques; however, recently there has been an increasing interest due to the proliferation of practical applications and the potential of evolutionary algorithms in tackling these problems. This paper provides a comprehensive review on bilevel optimization from the basic principles to solution strategies; both classical and evolutionary. A number of potential application problems are also discussed. To offer the readers insights on the prominent developments in the field of bilevel optimization, we have performed an automated textanalysis of an extended list of papers published on bilevel optimization to date. This paper should motivate evolutionary computation researchers to pay more attention to this practical yet challenging area.
Original languageEnglish
Pages (from-to)276-295
Number of pages20
JournalIEEE Transactions on Evolutionary Computation
Volume22
Issue number2
Early online date2017
DOIs
Publication statusPublished - Apr 2018
MoE publication typeA2 Review article, Literature review, Systematic review

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