Differential evolution for bilevel programming

Bilevel programming problems are characterized by two optimization problems which are hierarchically related, where to each feasible upper level solution an optimal solution in the lower level problem must be associated. These problems appear in many practical applications, and a variety of solution techniques can be found in the literature. In this paper, an algorithm is proposed which uses differential evolution to solve both the upper and lower level optimization problems. Several test problems from the literature are solved in order to assess the performance of the proposed method.