Bilevel optimization. Advances and next challenges

DOI10.1007/978-3-030-52119-6zbMATH Open1470.90001OpenAlexW3156469768MaRDI QIDQ2224944FDOQ2224944

Authors

Publication date 4 February 2021

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.09003

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Operations research and management science (90Bxx)

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

• Bilevel optimization: theory, algorithms, applications and a bibliography
• Practical bilevel optimization. Algorithms and applications
• An overview of bilevel optimization
• Foundations of bilevel programming
• Bilevel programming problems. Theory, algorithms and applications to energy networks

Cited in

(38)

• A Lagrange multiplier expression method for bilevel polynomial optimization
• Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality
• An approach to plan infrastructural investments to facilitate domestic trade
• Directional necessary optimality conditions for bilevel programs
• Bilevel Nash equilibrium problems: numerical approximation via direct-search methods
• Two novel algorithms for solving variational inequality problems governed by fixed point problems and their applications
• Dynamic pricing and strategic retailers in the energy sector: a multi-leader-follower approach
• On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
• Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function
• The multilevel facility location and pricing problems: the computational complexity and the stability analysis
• On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
• First-order penalty methods for bilevel optimization
• Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
• Noncooperative oligopoly equilibrium in markets with hierarchical competition
• An algorithm to find stable solutions in linear-linear bilevel problems
• Algorithms for Linear Bilevel Optimization
• 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
• A Branch-and-Cut Algorithm for Submodular Interdiction Games
• Solving linear multiplicative programs via branch-and-bound: a computational experience
• Bilevel Methods for Image Reconstruction
• Efficient extragradient methods for bilevel pseudomonotone variational inequalities with non-Lipschitz operators and their applications
• Extension of the value function reformulation to multiobjective bilevel optimization
• Solution techniques for bi-level knapsack problems
• Optimising seismic imaging design parameters via bilevel learning
• scientific article; zbMATH DE number 7733454 (Why is no real title available?)
• Learning with Limited Samples: Meta-Learning and Applications to Communication Systems
• Optimality Conditions for Nonsmooth Nonconvex-Nonconcave Min-Max Problems and Generative Adversarial Networks
• Structural changes in nonlocal denoising models arising through bi-level parameter learning
• Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
• Two projection-based methods for bilevel pseudomonotone variational inequalities involving non-Lipschitz operators
• A bilevel optimization approach to decide the feasibility of bookings in the European gas market
• Special issue on bilevel optimization
• Bilevel optimization for joint scheduling of production and energy systems
• Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
• On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications
• Generic property of the partial calmness condition for bilevel programming problems
• A gentle introduction to algorithms for bilevel optimization from machine learning

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)