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Nature Ecology

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An Exact Algorithm for Mixed-Integer Bilevel Stochastic Problem

math.OC · 2026-06-28 · unverdicted · novelty 6.0

An exact finite-time convergent algorithm is proposed for Σ₂^p-hard mixed-integer bilevel stochastic programs via extended single-level reformulation, relaxation for scenario decomposition, and stochastic subgradient optimality cuts.

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