A non-uniform herd approach to bilevel optimization

Autores

  • Elias S. Helou Instituto de Ciências Matemáticas e de Computação da Universidade de São Paulo (ICMC/USP)

DOI:

https://doi.org/10.5540/03.2025.011.01.0334

Palavras-chave:

Bilevel Optimization, Pessimistic Bilevel Optimization, Optimization

Resumo

In the present paper we discuss bilevel optimization. We consider a recent ϵ-approximation to the pessimistic bilevel optimization and we show that it may actually converge to the solution of the optimistic bilevel optimization problem. We also propose an ϵ-approximate smoothed problem which may model more realistic situations.

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Referências

S. Dempe. Foundations of Bilevel Programming. 1st ed. Vol. 61. Nonconvex Optimization and Its Applications. NY: Springer New York, 2011. ISBN: 978-1-4020-0631-9. DOI: 10.1007/b101970. URL: https://doi.org/10.1007/b101970.

L. Mallozzi and J. Morgan. “Hierarchical Systems with Weighted Reaction Set”. In: Nonlinear Optimization and Applications. Ed. by G. Di Pillo and F. Giannessi. Boston, MA: Springer US, 1996, pp. 271–282. ISBN: 978-1-4899-0289-4. DOI: 10.1007/978-1-4899-0289-4_19. URL: https://doi.org/10.1007/978-1-4899-0289-4_19.

W. Wiesemann, A. Tsoukalas, P. Kleniati, and B. Rustem. “Pessimistic Bilevel Optimization”. In: SIAM Journal on Optimization 23.1 (2013), pp. 353–380. DOI: 10.1137/120864015. URL: https://doi.org/10.1137/120864015.

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Publicado

2025-01-20

Edição

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