An improved simulated annealing algorithm for bilevel multiobjective programming problems with application

In this paper, an improved simulated annealing (SA) optimization algorithm is proposed for solving bilevel multiobjective programming problem (BLMPP). The improved SA algorithm uses a group of points in its operation instead of the classical point-by-point approach, and the rule for accepting a candidate solution that depends on a dominance based energy function is adopted in this algorithm. For BLMPP, the proposed method directly simulates the decision process of bilevel programming, which is different from most traditional algorithms designed for specific versions or based on specific assumptions. Finally, we present six different test problems to measure and evaluate the proposed algorithm, including low dimension and high dimension BLMPPs. The experimental results show that the proposed algorithm is a feasible and efficient method for solving BLMPPs. (C) 2016 All rights reserved.