Pessimistic Bilevel Optimization

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Pessimistic bilevel linear optimization

In this paper, we investigate the pessimistic bilevel linear optimization problem (PBLOP). Based on the lower level optimal value function and duality, the PBLOP can be transformed to a single-level while nonconvex and nonsmooth optimization problem. By use of linear optimization duality, we obtain a tractable and equivalent transformation and propose algorithms for computing global or local op...

متن کامل

Pessimistic Bilevel Optimization

We study a variant of the pessimistic bilevel optimization problem, which comprises constraints that must be satisfied for any optimal solution of a subordinate (lower-level) optimization problem. We present conditions that guarantee the existence of optimal solutions in such a problem, and we characterize the computational complexity of various subclasses of the problem. We then focus on probl...

متن کامل

Necessary Optimality Conditions in Pessimistic Bilevel Programming Necessary Optimality Conditions in Pessimistic Bilevel Programming

This paper is devoted to the so-called pessimistic version of bilevel programming programs. Minimization problems of this type are challenging to handle partly because the corresponding value functions are often merely upper (while not lower) semicontinuous. Employing advanced tools of variational analysis and generalized differentiation, we provide rather general frameworks ensuring the Lipsch...

متن کامل

Easier than We Thought – A Practical Scheme to Compute Pessimistic Bilevel Optimization Problem

In this paper, we present a new computation scheme for pessimistic bilevel optimization problem, which so far does not have any computational methods generally applicable yet. We first develop a tight relaxation and then design a simple scheme to ensure a feasible and optimal solution. Then, we discuss using this scheme to compute linear pessimistic bilevel problem and several variants. We also...

متن کامل

Multiobjective bilevel optimization

In this work nonlinear non-convex multiobjective bilevel optimization problems are discussed using an optimistic approach. It is shown that the set of feasible points of the upper level function, the so-called induced set, can be expressed as the set of minimal solutions of a multiobjective optimization problem. This artificial problem is solved by using a scalarization approach by Pascoletti a...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SIAM Journal on Optimization

سال: 2013

ISSN: 1052-6234,1095-7189

DOI: 10.1137/120864015