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Martine Labbé (Univ. Libre de Bruxelles)

Bilevel optimisation and Stackelberg problems

Venue: Sky Lounge OMP 1

Monday, 06.03.2017

Bilevel optimisation problems consist in constraint optimisation problems in which a subset of variables constitute the optimal solution of second  optimisation problem. They  correspond to situations in which two groups of decisions are taken sequentially. A first part of this talk will present the main aspects,  properties and algorithms for bilevel optimization problems with a particular attention to the bilevel linear ones. The second part will focus on a particular class of  bilevel problems with bilinear objectives that corresponds to bimatrix Stackelberg games.

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Institut für Statistik und Operations Research
University of Vienna

Oskar-Morgenstern-Platz 1
1090 Vienna, Austria

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