Grey bilevel linear programming’s particle swarm optimization algorithm

Grey bilevel linear programming (GBLP) is a generalization of the basic bilevel linear programming. In this paper the positioned intervals and a new method of calculating the pleased degree are put forward. This paper analyzes the basic properties of GBLP and introduces the particle swarm optimization algorithm (PSO) to solve GBLP. According to the properties of GBLP and PSO, we improve the methods of the particle population´s initialization and the fitness value´s calculation. An initial judgment of the GBLP´s solutions is made. Finally one example shows that PSO can effectively solve GBLP.