Ted Ralphs (Lehigh University, USA)

Bilevel Mixed Integer Programming
Wednesday 11 May 2011 at 15.30, JCMB 6206

Abstract

A bilevel program is a generalization of a standard mathematical program in which we consider a hierarchical decision system with two independent decision makers whose interests are not necessarily aligned. In the first part of the talk, we'll discuss the importance and applications of this class of mathematical programs, including its connection to stochastic integer programming, game theory, and other topics from the literature. In the second part of the talk, we'll introduce the basic theory of bilevel programming, focusing on the general mixed integer case. Finally, we review our efforts to develop algorithms and a solver for general mixed integer bilevel programs.

Seminars by year

Current 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996