Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems

DOI10.1007/s00186-017-0592-2zbMath1396.90097WikidataQ57597765 ScholiaQ57597765MaRDI QIDQ1683936

Peijun Guo, Xi-De Zhu

Publication date: 1 December 2017

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-017-0592-2

zbMATH Keywords

min-max optimization; nonconvex; bilevel programming; nonsmooth; newsvendor problem; one-shot decision theory

Mathematics Subject Classification ID

90C47: Minimax problems in mathematical programming

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Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography, A bilevel optimization model for the newsvendor problem with the focus theory of choice, Focus programming: a bi‐level programming approach to static stochastic optimization problems, Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies, On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game, A non-convex denoising model for impulse and Gaussian noise mixture removing using bi-level parameter identification, Bilevel programming approaches to production planning for multiple products with short life cycles, Single-level reformulations of a specific non-smooth bilevel programming problem and their applications

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