Target-Vector Based Particle Swarm Optimization for Multi-objective Bilevel Programming Problem

Bilevel programming has a nested structure consisting of two optimization problems, in which the constraint region of upper level's problem is determined by the solution set of the lower level's problem. Multiobjective bilevel programming problems are a special case of bilevel programming in which the upper and lower level have many objectives to be optimized simultaneously. In this paper, the lower level is transformed into a single-objective constrained programming by a target-based method. Hence a target-based particle swarm optimization algorithm is proposed for solving such problem, numerical examples show that the proposed algorithm is feasible.