Pessimistic linear bilevel optimization problems with coupling constraints are equivalent to pessimistic and optimistic versions without them.
A survey on bilevel optimization under uncertainty
3 Pith papers cite this work, alongside 102 external citations. Polarity classification is still indexing.
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Develops an exact finite-convergence algorithm for Σ₂^p-hard mixed-integer bilevel stochastic programs via extended single-level reformulation and stochastic cutting planes.
Workshop notes explain models, subproblems, globalization, and convergence assumptions for PIPA, monotone-LCP PIPA, implicit-programming, and PSQP algorithms applied to MPECs.
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On Coupling Constraints in Pessimistic Linear Bilevel Optimization
Pessimistic linear bilevel optimization problems with coupling constraints are equivalent to pessimistic and optimistic versions without them.
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An Exact Algorithm for Mixed-Integer Bilevel Stochastic Problem
Develops an exact finite-convergence algorithm for Σ₂^p-hard mixed-integer bilevel stochastic programs via extended single-level reformulation and stochastic cutting planes.
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Optimization Workshop Notes for Mathematical Programming with Equilibrium Constraints Algorithms: Penalty Interior-Point, Implicit-Programming, and Piecewise SQP
Workshop notes explain models, subproblems, globalization, and convergence assumptions for PIPA, monotone-LCP PIPA, implicit-programming, and PSQP algorithms applied to MPECs.