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.