A Review on Bilevel Optimization: From Classical to Evolutionary Approaches and Applications
It aims to motivate evolutionary computation researchers to address this practical yet challenging area, but it is incremental as a review paper.
This paper provides a comprehensive review of bilevel optimization, covering basic principles, solution strategies from classical to evolutionary approaches, and discussing potential applications, with an automated text-analysis of published papers to highlight developments.
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 text-analysis 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.