Evolutionary Bilevel Optimization Based on Covariance Matrix Adaptation

• Published in: IEEE transactions on evolutionary computation Vol. 23; no. 2; pp. 258 - 272
• Main Authors: He, Xiaoyu, Zhou, Yuren, Chen, Zefeng
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.04.2019; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Adaptation; Algorithms; Approximation algorithms; Bilevel optimization; Computing time; Covariance matrices; Covariance matrix; covariance matrix adaptation; evolution strategy (ES); Evolutionary algorithms; Evolutionary computation; Genetic algorithms; Linear programming; Optimization; Task analysis

Bilevel optimization refers to a challenging optimization problem which contains two levels of optimization problems. The task of bilevel optimization is to find the optimum of the upper-level problem, subject to the optimality of the corresponding lower-level problem. This nested nature introduces...