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ALOP-Colloquium with Mathieu Besançon
20. July 2020 / 16:00 - 18:00
Near-optimality robustness in bilevel optimization
Bilevel optimization studies problems where the optimal response to a second mathematical optimization problem is integrated in the constraints. We introduce near-optimal robustness for bilevel problems, protecting the upper-level decision-maker from bounded rationality at the lower level. This model finds a corresponding and intuitive interpretation in various situations cast as bilevel optimization problems. We develop a duality-based solution method for cases where the lower level is convex, leveraging the methodology from robust and bilevel literature.
The presentation will take place remotely via Zoom.
If you wish to receive a link and invitation to this presentation, please send an email to shawATuni-trier.de