Pessimistic bilevel optimization
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Publication:5300530
DOI10.1137/120864015zbMATH Open1270.90088OpenAlexW1974549991MaRDI QIDQ5300530FDOQ5300530
Polyxeni-Margarita Kleniati, Angelos Tsoukalas, Berรง 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
Cited In (50)
- Optimality conditions for pessimistic semivectorial bilevel programming problems
- Robust multidimensional pricing: separation without regret
- Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization
- 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
- Recent advances in nonconvex semi-infinite programming: applications and algorithms
- Capacity planning with competitive decision-makers: trilevel MILP formulation, degeneracy, and solution approaches
- A method to bypass the lack of solutions in minsup problems under quasi-equilibrium constraints
- Pessimistic evasive flow capturing problems
- Two-level value function approach to non-smooth optimistic and pessimistic bilevel programs
- A semivectorial bilevel programming approach to optimize electricity dynamic time-of-use retail pricing
- Partially-shared pessimistic bilevel multi-follower programming: concept, algorithm, and application
- Inner regularizations and viscosity solutions for pessimistic bilevel optimization problems
- Subgame perfect Nash equilibrium: a learning approach via costs to move
- A survey on bilevel optimization under uncertainty
- MPEC Methods for Bilevel Optimization Problems
- Complexity of near-optimal robust versions of multilevel optimization problems
- Convergent semidefinite programming relaxations for global bilevel polynomial optimization problems
- Gauss-Newton-type methods for bilevel optimization
- An enhanced branch-and-bound algorithm for bilevel integer linear programming
- Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography
- Methods for Pessimistic Bilevel Optimization
- A new method for strong-weak linear bilevel programming problem
- Metaheuristics for bilevel optimization: a comprehensive review
- An investigation of the optimistic solution to the linear trilevel programming problem
- Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs
- The robust bilevel continuous knapsack problem with uncertain coefficients in the follower's objective
- Maximum entropy approach for solving pessimistic bilevel programming problems
- A Practical Scheme to Compute the Pessimistic Bilevel Optimization Problem
- Convergences for robust bilevel polynomial programmes with applications
- Solving ill-posed bilevel programs
- Bilevel programming solution algorithms for optimal price-bidding of energy producers in multi-period day-ahead electricity markets with non-convexities
- A distributionally ambiguous two-stage stochastic approach for investment in renewable generation
- Robust bilevel optimization for near-optimal lower-level solutions
- A survey on mixed-integer programming techniques in bilevel optimization
- Global optimization of generalized semi-infinite programs via restriction of the right hand side
- Bilevel optimization for joint scheduling of production and energy systems
- 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
- On unbounded and binary parameters in multi-parametric programming: applications to mixed-integer bilevel optimization and duality theory
- A Value-Function-Based Exact Approach for the Bilevel Mixed-Integer Programming Problem
- A solution approach to the weak linear bilevel programming problems
- Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
- Bilevel Integer Programs with Stochastic Right-Hand Sides
- A pessimistic bilevel stochastic problem for elastic shape optimization
- A reducibility method for the weak linear bilevel programming problems and a case study in principal-agent
- An exact projection-based algorithm for bilevel mixed-integer problems with nonlinearities
- An exact solution algorithm for integer bilevel programming with application in energy market optimization
- A projection-based reformulation and decomposition algorithm for global optimization of a class of mixed integer bilevel linear programs
- The Standard Pessimistic Bilevel Problem
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