Bilevel optimization problem: the model and its properties
Stephan Dempe
Abstract
Stephan Dempe
Abstract
The bilevel optimization problem is formulated and possible transformations into problems with explicit or implicit constraints are given. These are nondifferentiable and nonconvex optimization problems or those with generalized equations. Optimality conditions, properties and possible approaches to solve these problems are topic of the talk.
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The bilevel optimization problem is formulated and possible transformations into problems with explicit or implicit constraints are given. These are nondifferentiable and nonconvex optimization problems or those with generalized equations. Optimality conditions, properties and possible approaches to solve these problems are topic of the talk.
Key concepts: Bilevel optimization, Optimization problem, Mathematical optimization, Mathematics, Constrained optimization problem, Computer science