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DTSTART;TZID=Europe/Berlin:20210125T160000
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DTSTAMP:20201013T043841Z
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UID:5180-1611590400-1611597600@alop.uni-trier.de
SUMMARY:ALOP-Colloquium with Prof. Dr. Steven Gabriel\, University of Maryland
DESCRIPTION:On Monday\, January 25\, 2021 at 16:00 c.t. Prof. Dr. Steven Gabriel of the University of Maryland \, Baltimore will present his recent work at our colloquium entitled \n  \nA parametric programming approach to bilevel optimisation with lower-level variables in the upper level \nThis paper examines linearly constrained bilevel programming problems in which the upper-level\nobjective function depends on both the lower-level primal and dual optimal solutions. We parametrize\nthe lower-level solutions and thereby the upper-level objective function by the upper-level variables\nand argue that it may be non-convex and even discontinuous. However\, when the upper-level\nobjective is affine in the lower-level primal optimal solution\, the parametric function is piece-wise linear.\nWe show how this property facilitates the application of parametric programming and demonstrate how\nthe approach allows for decomposition of a separable lower-level problem. When the upper-level\nobjective is bilinear in the lower-level primal and dual optimal solutions\, we also provide an exact\nlinearisation method that reduces the bilevel problem to a single-level mixed-integer linear programme\n(MILP). We assess the performance of the parametric programming approach on two case studies of\nstrategic investment in electricity markets and benchmark against state-of-the-art MILP and non-linear\nsolution methods for bilevel optimisation problems. Preliminary results indicate substantial\ncomputational advantages over several standard solvers\, especially when the lower-level problem\nseparates into a large number of subproblems. Furthermore\, we show that the parametric\nprogramming approach succeeds in solving problems to global optimality for which standard methods\ncan fail. \nFor further information\, please refer to this article: Henrik C. Bylling\, Steven A. Gabriel & Trine K. Boomsma (2020) A parametric programming approach to bilevel optimisation with lower-level variables in the upper level\, Journal of the Operational Research Society\, 71:5\, 846-865\, DOI: 10.1080/01605682.2019.1590132\nTo link to this article: https://doi.org/10.1080/01605682.2019.1590132 \n  \nThis presentation will take place via ZOOM. A link will be e-mailed prior to the event.
URL:https://alop.uni-trier.de/event/alop-colloquium-with-steven-gabriel-university-of-maryland/
CATEGORIES:Colloquium
ORGANIZER;CN="RTG ALOP at Trier University":MAILTO:ALOP@uni-trier.de
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