A Brief Introduction to Robust Bilevel Optimization

Beschrijving

Bilevel optimization is a rather young but very active sub-field of mathematical optimization. The main reason is that bilevel optimization problems can serve as a powerful tool for modeling hierarchical decision-making processes between two players, which arise in various real-world applications such as in homeland security, transportation, or energy. However, the nested structure of bilevel problems makes them intrinsically hard to solve—even if all parameters of the problem are exactly known. Further challenges arise if problems under uncertainty are considered.
In this talk, we begin with a brief introduction to bilevel optimization under uncertainty. In particular, we highlight that the sources of uncertainty in bilevel optimization are much richer compared to classic, i.e., single-level, optimization because not only the problem data but also the (observation of the) decisions of the two players can be subject to uncertainty. We then explore how techniques from robust optimization can be used to tackle bilevel problems under uncertainty and discuss recent developments in this area.

Periode	24 apr. 2026
Gehouden op	Combinatorial Optimization
Mate van erkenning	Lokaal