Exploiting the polyhedral geometry of stochastic linear bilevel programming
From MaRDI portal
Publication:6086014
DOI10.1007/978-3-031-32726-1_26zbMath1528.90170arXiv2211.02268OpenAlexW4377200001MaRDI QIDQ6086014
David Salas, Gonzalo Muñoz, Anton Svensson
Publication date: 9 November 2023
Published in: Integer Programming and Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2211.02268
Nonlinear programming (90C30) Hierarchical games (including Stackelberg games) (91A65) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Normal fans of polyhedral convex sets
- Triangulations. Structures for algorithms and applications
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Foundations of bilevel programming
- Projections of polytopes and the generalized Baues conjecture
- On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
- Existence of solutions for a class of bilevel stochastic linear programs
- Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis
- The stochastic bilevel continuous knapsack problem with uncertain follower's objective
- Bilevel optimization. Advances and next challenges
- Julia: A Fresh Approach to Numerical Computing
- A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function
- Bilevel Linear Optimization Under Uncertainty
- BOLIB: Bilevel Optimization LIBrary of Test Problems
- Lectures on Stochastic Programming: Modeling and Theory, Third Edition
- Bilevel Programming Problems
- Introduction to Quasi-Monte Carlo Integration and Applications
- Probability theory. A comprehensive course
- Generating all vertices of a polyhedron is hard
- A survey on bilevel optimization under uncertainty
- A survey on mixed-integer programming techniques in bilevel optimization
This page was built for publication: Exploiting the polyhedral geometry of stochastic linear bilevel programming
