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A Robust Approach for Modeling Limited Observability in Bilevel Optimization

Submission Status:under review
  • Many applications of bilevel optimization contain a leader facing a follower whose reaction deviates from the one expected by the leader due to some kind of bounded rationality. We consider bilinear bilevel problems with follower's response uncertainty due to limited observability regarding the leader's decision and exploit robust optimization to model the decision making of the follower. We show that the robust counterpart of the lower level allows to tackle the problem via the lower level's KKT conditions.

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Author:Yasmine Beck, Martin Schmidt
Parent Title (German):Operations Research Letters
Document Type:Article
Language:English
Date of Publication (online):2021/01/07
Date of first Publication:2021/01/07
Release Date:2021/01/07
Tag:Bilevel optimization; Bounded rationality; Limited observability; Reformulations; Robust optimization
Issue:49(5)
Page Number:7
First Page:752
Last Page:758
Institutes:Universität Trier
Subprojects:A05
B08
Licence (German):License LogoCreative Commons - CC BY - Namensnennung 4.0 International