Bilevel optimization. Advances and next challenges

DOI10.1007/978-3-030-52119-6MaRDI QIDQ2224944zbMATH OpenOpenAlexFDO

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 decision tool based on bilevel optimization for the allocation of water resources in a hierarchical system
• Bilevel Nash equilibrium problems: numerical approximation via direct-search methods
• Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
• Extension of the value function reformulation to multiobjective bilevel optimization
• Optimality Conditions for Nonsmooth Nonconvex-Nonconcave Min-Max Problems and Generative Adversarial Networks
• Solving linear multiplicative programs via branch-and-bound: a computational experience
• On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
• Efficient extragradient methods for bilevel pseudomonotone variational inequalities with non-Lipschitz operators and their applications
• Noncooperative oligopoly equilibrium in markets with hierarchical competition
• 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
• Bilevel Methods for Image Reconstruction
• Learning with Limited Samples: Meta-Learning and Applications to Communication Systems
• 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
• An algorithm to find stable solutions in linear-linear bilevel problems
• An approach to plan infrastructural investments to facilitate domestic trade
• The multilevel facility location and pricing problems: the computational complexity and the stability analysis
• Generic property of the partial calmness condition for bilevel programming problems
• Exploiting the polyhedral geometry of stochastic linear bilevel programming
• Optimising seismic imaging design parameters via bilevel learning
• A Lagrange multiplier expression method for bilevel polynomial optimization
• Directional necessary optimality conditions for bilevel programs
• Bilevel optimization for joint scheduling of production and energy systems
• Two projection-based methods for bilevel pseudomonotone variational inequalities involving non-Lipschitz operators
• Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality
• A Branch-and-Cut Algorithm for Submodular Interdiction Games
• On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications
• Difference of convex algorithms for bilevel programs with applications in hyperparameter selection
• A gentle introduction to algorithms for bilevel optimization from machine learning
• Algorithms for Linear Bilevel Optimization
• Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function
• Structural changes in nonlocal denoising models arising through bi-level parameter learning
• Special issue on bilevel optimization
• On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
• Solution techniques for bi-level knapsack problems
• A bilevel optimization approach to decide the feasibility of bookings in the European gas market
• First-order penalty methods for bilevel optimization

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)