### 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.

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