A bilevel optimization problem consists of an optimization problem in which some of the constraints specify that a subset of variables must be an optimal solution to another optimization problem. This paradigm is particularly appropriate to model competition between agents, a leader, and a follower, acting sequentially. In this talk, I will focus on the simplest bilevel problems, those that are linear. I will present the main characteristics, properties, and algorithms for these problems. Then, I will discuss some recent results showing that these problems are already extremely challenging.
Keywords: Bilevel optimizationScheduled
TA1-P1 Plenary. Linear bilevel optimization: overview and recent results
June 10, 2021 2:00 PM
1 - GB Dantzig