Exploiting the polyhedral geometry of stochastic linear bilevel programming

DOI10.1007/S10107-024-02097-WMaRDI QIDQ7019055zbMATH OpenFDO

Authors Gonzalo Muñoz, David Salas, Anton Svensson

Publication date 5 March 2025

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10107-024-02097-W

zbMATH Keywords

bilevel programmingBayesian approachchamber complexenumeration algorithmMonte Carlo algorithm

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Hierarchical games (including Stackelberg games) (91A65)

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