Pessimistic Bilevel Optimization
From MaRDI portal
Publication:5300530
DOI10.1137/120864015zbMath1270.90088OpenAlexW1974549991MaRDI QIDQ5300530
Polyxeni-Margarita Kleniati, Angelos Tsoukalas, Berc Rustem, Wolfram Wiesemann
Publication date: 27 June 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/79608
Related Items (47)
A method to bypass the lack of solutions in minsup problems under quasi-equilibrium constraints ⋮ Solving ill-posed bilevel programs ⋮ The robust bilevel continuous knapsack problem with uncertain coefficients in the follower's objective ⋮ A semivectorial bilevel programming approach to optimize electricity dynamic time-of-use retail pricing ⋮ Inner regularizations and viscosity solutions for pessimistic bilevel optimization problems ⋮ Bilevel Integer Programs with Stochastic Right-Hand Sides ⋮ Capacity planning with competitive decision-makers: trilevel MILP formulation, degeneracy, and solution approaches ⋮ On unbounded and binary parameters in multi-parametric programming: applications to mixed-integer bilevel optimization and duality theory ⋮ A distributionally ambiguous two-stage stochastic approach for investment in renewable generation ⋮ Metaheuristics for bilevel optimization: a comprehensive review ⋮ Convergences for robust bilevel polynomial programmes with applications ⋮ A survey on bilevel optimization under uncertainty ⋮ An exact solution algorithm for integer bilevel programming with application in energy market optimization ⋮ Recent advances in nonconvex semi-infinite programming: applications and algorithms ⋮ A survey on mixed-integer programming techniques in bilevel optimization ⋮ A reducibility method for the weak linear bilevel programming problems and a case study in principal-agent ⋮ Bilevel optimization for joint scheduling of production and energy systems ⋮ An investigation of the optimistic solution to the linear trilevel programming problem ⋮ Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization ⋮ Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs ⋮ A Value-Function-Based Exact Approach for the Bilevel Mixed-Integer Programming Problem ⋮ Maximum entropy approach for solving pessimistic bilevel programming problems ⋮ Further on inner regularizations in bilevel optimization ⋮ Branch-and-sandwich: a deterministic global optimization algorithm for optimistic bilevel programming problems. Part II: Convergence analysis and numerical results ⋮ Two-level value function approach to non-smooth optimistic and pessimistic bilevel programs ⋮ Global optimization of generalized semi-infinite programs via restriction of the right hand side ⋮ Complexity of near-optimal robust versions of multilevel optimization problems ⋮ A Practical Scheme to Compute the Pessimistic Bilevel Optimization Problem ⋮ A projection-based reformulation and decomposition algorithm for global optimization of a class of mixed integer bilevel linear programs ⋮ Bilevel programming solution algorithms for optimal price-bidding of energy producers in multi-period day-ahead electricity markets with non-convexities ⋮ Gauss-Newton-type methods for bilevel optimization ⋮ Subgame perfect Nash equilibrium: a learning approach via costs to move ⋮ Pessimistic evasive flow capturing problems ⋮ An enhanced branch-and-bound algorithm for bilevel integer linear programming ⋮ Convergent Semidefinite Programming Relaxations for Global Bilevel Polynomial Optimization Problems ⋮ Partially-shared pessimistic bilevel multi-follower programming: concept, algorithm, and application ⋮ A new method for strong-weak linear bilevel programming problem ⋮ A solution approach to the weak linear bilevel programming problems ⋮ A robust approach for modeling limited observability in bilevel optimization ⋮ On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function ⋮ The Standard Pessimistic Bilevel Problem ⋮ An exact projection-based algorithm for bilevel mixed-integer problems with nonlinearities ⋮ Robust multidimensional pricing: separation without regret ⋮ MPEC Methods for Bilevel Optimization Problems ⋮ Methods for Pessimistic Bilevel Optimization ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography ⋮ Optimality conditions for pessimistic semivectorial bilevel programming problems
This page was built for publication: Pessimistic Bilevel Optimization
