Solving ill-posed bilevel programs
From MaRDI portal
Recommendations
- Presolving linear bilevel optimization problems
- On the solution of convex bilevel optimization problems
- Numerical solution of a class of bilevel programming problems
- A method for solving bilevel linear programming problems
- A regularization method for ill-posed bilevel optimization problems
- Solving bi-level linear programmes
- Bilevel programming with convex lower level problems
- Efficient solutions for the linear bilevel programming problem
- Solving bilevel linear programs using multiple objective linear programming
Cites work
- A bundle algorithm applied to bilevel programming problems with non-unique lower level solutions
- A smoothing augmented Lagrangian method for solving simple bilevel programs
- An overview of bilevel optimization
- Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints
- Bilevel programming with convex lower level problems
- Bundle trust-region algorithm for bilinear bilevel programming
- Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
- Coderivatives of frontier and solution maps in parametric multiobjective optimization
- Connections between single-level and bilevel multiobjective optimization
- Constraint Qualifications and KKT Conditions for Bilevel Programming Problems
- Direct search algorithm for bilevel programming problems
- Existence theorems of equilibrium points in stackelberg
- Feasible direction method for bilevel programming problem
- Foundations of bilevel programming
- Generalized differential calculus for nonsmooth and set-valued mappings
- Generalized equations and their solutions, Part I: Basic theory
- scientific article; zbMATH DE number 3772411 (Why is no real title available?)
- scientific article; zbMATH DE number 3557559 (Why is no real title available?)
- scientific article; zbMATH DE number 7005721 (Why is no real title available?)
- KKT reformulation and necessary conditions for optimality in nonsmooth bilevel optimization
- Lipschitz Behavior of Solutions to Convex Minimization Problems
- Multicriteria approach to bilevel optimization
- Necessary optimality conditions for multiobjective bilevel programs
- Necessary optimality conditions in pessimistic bilevel programming
- New necessary optimality conditions for bilevel programs by combining the MPEC and value function approaches
- New optimality conditions for the semivectorial bilevel optimization problem
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- On an algorithm solving two-level programming problems with nonunique lower level solutions
- On solving simple bilevel programs with a nonconvex lower level program
- On the computation of relaxed pessimistic solutions to MPECs
- On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem
- On the Newton method for set-valued maps
- Optimality conditions for bilevel programming problems
- Optimality conditions for the semivectorial bilevel optimization problem
- Optimality conditions for various efficient solutions involving coderivatives: from set-valued optimization problems to set-valued equilibrium problems
- Pessimistic bilevel optimization
- Practical bilevel optimization. Algorithms and applications
- Sensitivity analysis for two-level value functions with applications to bilevel programming
- Solution algorithm for an optimistic linear Stackelberg problem
- Stackelberg problems: subgame perfect equilibria via Tikhonov regularization
- The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
- The generalized Mangasarian-Fromowitz constraint qualification and optimality conditions for bilevel programs
- Variational Analysis in Bilevel Programming
- Variational analysis of marginal functions with applications to bilevel programming
- Vector Optimization
- Weak via strong Stackelberg problem: New results
Cited in
(36)- A bridge between bilevel programs and Nash games
- Capacity planning with competitive decision-makers: trilevel MILP formulation, degeneracy, and solution approaches
- Further on inner regularizations in bilevel optimization
- Necessary optimality conditions for semi-vectorial bi-level optimization with convex lower level: theoretical results and applications to the quadratic case
- Estimates of generalized hessians for optimal value functions in mathematical programming
- New optimality conditions and a scalarization approach for a nonconvex semi-vectorial bilevel optimization problem
- Optimality conditions for nonsmooth multiobjective bilevel optimization problems
- Numerically tractable optimistic bilevel problems
- Computing a pessimistic Stackelberg equilibrium with multiple followers: the mixed-pure case
- A regularization method for ill-posed bilevel optimization problems
- Bilevel programming with discrete lower level problems
- Two-level value function approach to non-smooth optimistic and pessimistic bilevel programs
- A new partial cooperation model for ill-posed bilevel programming problems
- Regularization and approximation methods in Stackelberg games and bilevel optimization
- Bilevel optimization and variational analysis
- MPEC methods for bilevel optimization problems
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Optimality conditions in terms of convexificators for a bilevel multiobjective optimization problem
- Semivectorial bilevel programming versus scalar bilevel programming
- The standard pessimistic bilevel problem
- A bilevel approach to ESG multi-portfolio selection
- Convergences for robust bilevel polynomial programmes with applications
- Extension of the value function reformulation to multiobjective bilevel optimization
- Linearly convergent bilevel optimization with single-step inner methods
- On a computationally ill-behaved bilevel problem with a continuous and nonconvex lower level
- Estimates for coderivative of solution map in bilevel program
- Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
- Notes on the value function approach to multiobjective bilevel optimization
- Fuzzy and exact necessary optimality conditions for a nonsmooth bilevel semi-infinite program
- Inverse demand tracking in transportation networks
- Closed-loop equilibria for Stackelberg games: a story about stochastic targets
- Necessary optimality conditions for nonsmooth multiobjective bilevel programs using the Drummond-Svaiter functional
- A fresh look at nonsmooth Levenberg–Marquardt methods with applications to bilevel optimization
- Scholtes relaxation method for pessimistic bilevel optimization
- On stability in optimistic bilevel optimization
- A penalty function method for solving ill-posed bilevel programming problem via weighted summation
This page was built for publication: Solving ill-posed bilevel programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q330322)
