[HTML][HTML] A survey on bilevel optimization under uncertainty

Y Beck, I Ljubić, M Schmidt - European Journal of Operational Research, 2023 - Elsevier
Bilevel optimization is a very active field of applied mathematics. The main reason is that
bilevel optimization problems can serve as a powerful tool for modeling hierarchical …

Single-Leader-Radner-Equilibrium: a new approach for a class of bilevel problems under uncertainty

E Allevi, D Aussel, R Riccardi, D Scopelliti - Journal of Optimization …, 2024 - Springer
Bilevel problems with several followers, often called Single-Leader-Multi-Follower problems,
have been proved to be very useful for modeling hierarchical interactions between agents in …

Exploiting the polyhedral geometry of stochastic linear bilevel programming

G Muñoz, D Salas, A Svensson - Mathematical Programming, 2024 - Springer
We study linear bilevel programming problems whose lower-level objective is given by a
random cost vector with known distribution. We consider the case where this distribution is …

Bayesian Optimization of Bilevel Problems

O Ekmekcioglu, N Aydin, J Branke - arXiv preprint arXiv:2412.18518, 2024 - arxiv.org
Bilevel optimization, a hierarchical mathematical framework where one optimization problem
is nested within another, has emerged as a powerful tool for modeling complex decision …

Cardinality Constraints in Single-Leader-Multi-Follower games

D Aussel, D Lasluisa, D Salas - arXiv preprint arXiv:2403.19074, 2024 - arxiv.org
This work explores bilevel problems in the context of cardinality constraints. More
specifically Single-Leader-Multi-Follower games (SLMFG) involving cardinality constraints …

Contributions to optimization in energy from bilevel optimization to optimal design of renewable energy plant

D Lasluisa Castaño - 2024 - repositorio.uchile.cl
In this thesis work, we develop and apply optimization techniques in energy design and
management. First we focus on bilevel optimization and developed new theoretical analysis …

[PDF][PDF] Aplicaciones de la programación matemática: Programación Binivel y Metaheurísticas

CE Corpus Cardona - 2024 - eprints.uanl.mx
Muchas situaciones reales implican decisiones jerárquicas donde un nivel superior influye
en las decisiones de un nivel inferior. Firmas con distinta posición en el mercado, gobierno …

Random Cell Exploration and its applications to linear bilevel programming

G Contador, GMD Salas… - Book of abstracts PGMO …, 2024 - fondation-hadamard.fr
In this talk, we present a new heuristic to deal with piecewise linear problems, that we call
the Random Cell Exploration method (RCEM). The method is based over the principle that …

[引用][C] Linear bilevel programming with uncertain lower-level costs