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Genetic algorithm based approach to bi-level linear programming. (English) Zbl 0857.90083
Summary: This paper reports on the use of a genetic algorithm based technique, GABBA, to solve bi-level linear programming (BLLP) problems. GABBA is used to generate the leader’s decision vector, and the follower’s reaction is obtained from the solution of a linear program. GABBA is different from the usual genetic algorithms because we only use mutations, alleles of base-10 numbers, and a survival strategy that is suited to BLLP. Results show that, while it takes more cpu time, GABBA gets closer to the global optimum than Bard’s (1983) grid search technique for problems of most sizes.
MSC:
90C05Linear programming
68T05Learning and adaptive systems