Bilevel optimization. Advances and next challenges
From MaRDI portal
Publication:2224944
Abstract: We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical structure of the two problems and allows for the development of a common algorithmic framework. Focusing on the two-stage case, we investigate, in particular, the nature of the value function of the second-stage problem, highlighting its connection to dual functions and the theory of duality for mixed integer linear optimization problems, and summarize different reformulations. We then present two main solution techniques, one based on a Benders-like decomposition to approximate either the risk function or the value function, and the other one based on cutting plane generation.
Recommendations
Cited in
(72)- Two projection-based methods for bilevel pseudomonotone variational inequalities involving non-Lipschitz operators
- On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
- Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
- On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
- A bilevel optimization approach to decide the feasibility of bookings in the European gas market
- Special issue on bilevel optimization
- Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
- Structural changes in nonlocal denoising models arising through bi-level parameter learning
- Algorithms for Linear Bilevel Optimization
- A Branch-and-Cut Algorithm for Submodular Interdiction Games
- Generic property of the partial calmness condition for bilevel programming problems
- Directional necessary optimality conditions for bilevel programs
- A Lagrange multiplier expression method for bilevel polynomial optimization
- Bilevel Methods for Image Reconstruction
- Learning with Limited Samples: Meta-Learning and Applications to Communication Systems
- Solution techniques for bi-level knapsack problems
- Solving linear multiplicative programs via branch-and-bound: a computational experience
- Dynamic pricing and strategic retailers in the energy sector: a multi-leader-follower approach
- Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function
- Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality
- A decision tool based on bilevel optimization for the allocation of water resources in a hierarchical system
- Exploiting the polyhedral geometry of stochastic linear bilevel programming
- The multilevel facility location and pricing problems: the computational complexity and the stability analysis
- Extension of the value function reformulation to multiobjective bilevel optimization
- Optimality Conditions for Nonsmooth Nonconvex-Nonconcave Min-Max Problems and Generative Adversarial Networks
- Bilevel optimization for joint scheduling of production and energy systems
- On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications
- scientific article; zbMATH DE number 7733454 (Why is no real title available?)
- Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
- First-order penalty methods for bilevel optimization
- Bilevel Nash equilibrium problems: numerical approximation via direct-search methods
- Efficient extragradient methods for bilevel pseudomonotone variational inequalities with non-Lipschitz operators and their applications
- Noncooperative oligopoly equilibrium in markets with hierarchical competition
- Two novel algorithms for solving variational inequality problems governed by fixed point problems and their applications
- An algorithm to find stable solutions in linear-linear bilevel problems
- An approach to plan infrastructural investments to facilitate domestic trade
- Optimising seismic imaging design parameters via bilevel learning
- A gentle introduction to algorithms for bilevel optimization from machine learning
- An augmented Lagrangian approach to bi-level optimization via a smooth equilibrium constrained problem
- One way to solve pessimistic bilevel optimization problems
- Completeness in the polynomial hierarchy for many natural problems in bilevel and robust optimization
- Two-stage game model of opinion dynamics
- Bilevel optimization with convex majorant approach for training sparse neural networks
- An adaptively inexact method for bilevel learning using primal-dual-style differentiation
- Hyperparameter optimization in machine learning
- Necessary optimality conditions for strictly robust bilevel optimization problems
- A survey of exact and approximation algorithms for linear-parametric optimization problems
- A novel approach to pessimistic bilevel problems. An application to the rank pricing problem with ties
- Second-order optimality conditions for bi-local solutions of bilevel programs
- Special issue to celebrate the scientific career of Stephan Dempe
- Inertial subgradient projection techniques for solving a class of bilevel equilibrium problems
- Inexact bilevel stochastic gradient methods for constrained and unconstrained lower-level problems
- On supervalid inequalities for binary interdiction games
- Partial augmented Lagrangian method for non-Lipschitz mathematical programs with complementarity constraints
- On coupling constraints in linear bilevel optimization
- Cardinality constraints in single-leader-multi-follower games
- The Maximal covering location disruption problem
- A regularized variance-reduced modified extragradient method for stochastic hierarchical games
- Necessary optimality conditions for a bilevel multiobjective problem in terms of approximations
- Scholtes relaxation method for pessimistic bilevel optimization
- A study of the threshold stability of the bilevel problem of facility location and discriminatory pricing
- Exploiting the polyhedral geometry of stochastic linear bilevel programming
- GNEP based dynamic segmentation and motion estimation for neuromorphic imaging
- Robust policies for a multi-period fleet sizing problem with demand uncertainty
- Computing weak counterfactual explanations for linear optimization: a new class of bilevel models and a tailored penalty alternating direction method
- A partitioned optimization framework for structure-aware problems
- Optimality conditions for nonsmooth vector interval-valued bilevel optimization problems in terms of tangential subdifferentials
- Charnes-Cooper scalarization to non-smooth semivectorial bilevel optimization problems
- Optimal spot-beam allocation by geostationary satellites
- Second-order optimality conditions for nonsmooth constrained optimization with applications to bilevel programming
- Litigation finance at trial: model and data
- The rate of convergence of augmented Lagrangian method for bilevel optimization problems with equality constraints
This page was built for publication: Bilevel optimization. Advances and next challenges
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2224944)
