Practical Bilevel Optimization

Author : Jonathan F. Bard
Publisher : Springer Science & Business Media
Page : 484 pages
File Size : 42,8 Mb
Release : 2013-03-09
Category : Business & Economics
ISBN : 9781475728361

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Practical Bilevel Optimization by Jonathan F. Bard Pdf

The use of optimization techniques has become integral to the design and analysis of most industrial and socio-economic systems. Great strides have been made recently in the solution of large-scale problems arising in such areas as production planning, airline scheduling, government regulation, and engineering design, to name a few. Analysts have found, however, that standard mathematical programming models are often inadequate in these situations because more than a single objective function and a single decision maker are involved. Multiple objective programming deals with the extension of optimization techniques to account for several objective functions, while game theory deals with the inter-personal dynamics surrounding conflict. Bilevel programming, the focus of this book, is in a narrow sense the combination of the two. It addresses the problern in which two decision makers, each with their individual objectives, act and react in a noncooperative, sequential manner. The actions of one affect the choices and payoffs available to the other but neither player can completely dominate the other in the traditional sense.

Author : Jonathan F. Bard
Publisher : Unknown
Page : 492 pages
File Size : 50,6 Mb
Release : 2014-01-15
Category : Electronic
ISBN : 1475728379

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Practical Bilevel Optimization by Jonathan F. Bard Pdf

Author : Stephan Dempe,Alain Zemkoho
Publisher : Springer Nature
Page : 679 pages
File Size : 46,9 Mb
Release : 2020-11-23
Category : Business & Economics
ISBN : 9783030521196

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Bilevel Optimization by Stephan Dempe,Alain Zemkoho Pdf

2019 marked the 85th anniversary of Heinrich Freiherr von Stackelberg’s habilitation thesis “Marktform und Gleichgewicht,” which formed the roots of bilevel optimization. Research on the topic has grown tremendously since its introduction in the field of mathematical optimization. Besides the substantial advances that have been made from the perspective of game theory, many sub-fields of bilevel optimization have emerged concerning optimal control, multiobjective optimization, energy and electricity markets, management science, security and many more. Each chapter of this book covers a specific aspect of bilevel optimization that has grown significantly or holds great potential to grow, and was written by top experts in the corresponding area. In other words, unlike other works on the subject, this book consists of surveys of different topics on bilevel optimization. Hence, it can serve as a point of departure for students and researchers beginning their research journey or pursuing related projects. It also provides a unique opportunity for experienced researchers in the field to learn about the progress made so far and directions that warrant further investigation. All chapters have been peer-reviewed by experts on mathematical optimization.

Author : Stephan Dempe
Publisher : Springer Science & Business Media
Page : 318 pages
File Size : 43,5 Mb
Release : 2002-05-31
Category : Business & Economics
ISBN : 9781402006319

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Foundations of Bilevel Programming by Stephan Dempe Pdf

"The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed

Author : El-Ghazali Talbi
Publisher : Springer
Page : 298 pages
File Size : 46,5 Mb
Release : 2013-04-09
Category : Technology & Engineering
ISBN : 9783642378386

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Metaheuristics for Bi-level Optimization by El-Ghazali Talbi Pdf

This book provides a complete background on metaheuristics to solve complex bi-level optimization problems (continuous/discrete, mono-objective/multi-objective) in a diverse range of application domains. Readers learn to solve large scale bi-level optimization problems by efficiently combining metaheuristics with complementary metaheuristics and mathematical programming approaches. Numerous real-world examples of problems demonstrate how metaheuristics are applied in such fields as networks, logistics and transportation, engineering design, finance and security.

Author : Stephan Dempe
Publisher : Springer Science & Business Media
Page : 309 pages
File Size : 42,6 Mb
Release : 2006-04-11
Category : Mathematics
ISBN : 9780306480454

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Foundations of Bilevel Programming by Stephan Dempe Pdf

Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level problem). If the lower level problem has a unique optimal solution for all parameter values, this problem is equivalent to a one-level optimization problem having an implicitly defined objective function. Special emphasize in the book is on problems having non-unique lower level optimal solutions, the optimistic (or weak) and the pessimistic (or strong) approaches are discussed. The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed. Audience: Applied mathematicians and economists working in optimization, operations research, and economic modelling. Students interested in optimization will also find this book useful.

Author : Didier Aussel,C.S. Lalitha
Publisher : Springer
Page : 124 pages
File Size : 54,5 Mb
Release : 2018-04-03
Category : Mathematics
ISBN : 9789811047749

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Generalized Nash Equilibrium Problems, Bilevel Programming and MPEC by Didier Aussel,C.S. Lalitha Pdf

The book discusses three classes of problems: the generalized Nash equilibrium problems, the bilevel problems and the mathematical programming with equilibrium constraints (MPEC). These problems interact through their mathematical analysis as well as their applications. The primary aim of the book is to present the modern tool of variational analysis and optimization, which are used to analyze these three classes of problems. All contributing authors are respected academicians, scientists and researchers from around the globe. These contributions are based on the lectures delivered by experts at CIMPA School, held at the University of Delhi, India, from 25 November–6 December 2013, and peer-reviewed by international experts. The book contains five chapters. Chapter 1 deals with nonsmooth, nonconvex bilevel optimization problems whose feasible set is described by using the graph of the solution set mapping of a parametric optimization problem. Chapter 2 describes a constraint qualification to MPECs considered as an application of calmness concept of multifunctions and is used to derive M-stationarity conditions for MPEC. Chapter 3 discusses the first- and second-order optimality conditions derived for a special case of a bilevel optimization problem in which the constraint set of the lower level problem is described as a general compact convex set. Chapter 4 concentrates the results of the modelization and analysis of deregulated electricity markets with a focus on auctions and mechanism design. Chapter 5 focuses on optimization approaches called reflection methods for protein conformation determination within the framework of matrix completion. The last chapter (Chap. 6) deals with the single-valuedness of quasimonotone maps by using the concept of single-directionality with a special focus on the case of the normal operator of lower semi-continuous quasiconvex functions.

Author : Stephan Dempe,Vyacheslav Kalashnikov,Gerardo A. Pérez-Valdés,Nataliya Kalashnykova
Publisher : Springer
Page : 332 pages
File Size : 46,8 Mb
Release : 2015-01-28
Category : Business & Economics
ISBN : 9783662458273

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Bilevel Programming Problems by Stephan Dempe,Vyacheslav Kalashnikov,Gerardo A. Pérez-Valdés,Nataliya Kalashnykova Pdf

This book describes recent theoretical findings relevant to bilevel programming in general, and in mixed-integer bilevel programming in particular. It describes recent applications in energy problems, such as the stochastic bilevel optimization approaches used in the natural gas industry. New algorithms for solving linear and mixed-integer bilevel programming problems are presented and explained.

Author : Oliver Stein
Publisher : Springer Science & Business Media
Page : 219 pages
File Size : 51,7 Mb
Release : 2013-12-01
Category : Mathematics
ISBN : 9781441991645

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Bi-Level Strategies in Semi-Infinite Programming by Oliver Stein Pdf

Semi-infinite optimization is a vivid field of active research. Recently semi infinite optimization in a general form has attracted a lot of attention, not only because of its surprising structural aspects, but also due to the large number of applications which can be formulated as general semi-infinite programs. The aim of this book is to highlight structural aspects of general semi-infinite programming, to formulate optimality conditions which take this structure into account, and to give a conceptually new solution method. In fact, under certain assumptions general semi-infinite programs can be solved efficiently when their bi-Ievel structure is exploited appropriately. After a brief introduction with some historical background in Chapter 1 we be gin our presentation by a motivation for the appearance of standard and general semi-infinite optimization problems in applications. Chapter 2 lists a number of problems from engineering and economics which give rise to semi-infinite models, including (reverse) Chebyshev approximation, minimax problems, ro bust optimization, design centering, defect minimization problems for operator equations, and disjunctive programming.

Author : Christodoulos A. Floudas,Panos M. Pardalos
Publisher : Springer Science & Business Media
Page : 4646 pages
File Size : 51,7 Mb
Release : 2008-09-04
Category : Mathematics
ISBN : 9780387747583

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Encyclopedia of Optimization by Christodoulos A. Floudas,Panos M. Pardalos Pdf

The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Author : Jeng-Shyang Pan,Pei-Wei Tsai,Junzo Watada,Lakhmi C. Jain
Publisher : Springer
Page : 451 pages
File Size : 48,7 Mb
Release : 2017-07-15
Category : Technology & Engineering
ISBN : 9783319638560

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Advances in Intelligent Information Hiding and Multimedia Signal Processing by Jeng-Shyang Pan,Pei-Wei Tsai,Junzo Watada,Lakhmi C. Jain Pdf

This volume includes papers presented at IIH-MSP 2017, the 13th International Conference on Intelligent Information Hiding and Multimedia Signal Processing, held on 12–15 August 2017 in Matsue, Shimane, Japan. The conference covered topics ranging from information hiding and security, and multimedia signal processing and networking, to bio-inspired multimedia technologies and systems. This volume focuses on subjects related to multimedia security and applications, wearable computing, Internet of Things (IoT) privacy and information security, biomedical system design and applications, emerging techniques and applications, soft computing and applications, applications of image encoding and rendering, and information hiding and its criteria. Updated with the latest research outcomes and findings, the papers presented appeal to researchers and students in the corresponding fields.

Author : El-Ghazali Talbi,Amir Nakib
Publisher : Springer
Page : 314 pages
File Size : 48,5 Mb
Release : 2018-08-18
Category : Technology & Engineering
ISBN : 9783319951041

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Bioinspired Heuristics for Optimization by El-Ghazali Talbi,Amir Nakib Pdf

This book presents recent research on bioinspired heuristics for optimization. Learning- based and black-box optimization exhibit some properties of intrinsic parallelization, and can be used for various optimizations problems. Featuring the most relevant work presented at the 6th International Conference on Metaheuristics and Nature Inspired Computing, held at Marrakech (Morocco) from 27th to 31st October 2016, the book presents solutions, methods, algorithms, case studies, and software. It is a valuable resource for research academics and industrial practitioners.

Author : Vassil Sgurev,Vincenzo Piuri,Vladimir Jotsov
Publisher : Springer
Page : 301 pages
File Size : 50,9 Mb
Release : 2018-04-05
Category : Technology & Engineering
ISBN : 9783319751818

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Learning Systems: From Theory to Practice by Vassil Sgurev,Vincenzo Piuri,Vladimir Jotsov Pdf

By presenting the latest advances in fuzzy sets and computing with words from around the globe, this book disseminates recent innovations in advanced intelligent technologies and systems. From intelligent control and intuitionistic fuzzy quantifiers to various data science and industrial applications, it includes a wide range of valuable lessons learned and ideas for future intelligent products and systems.

Author : David Y. Gao,Hanif D. Sherali
Publisher : Springer Science & Business Media
Page : 520 pages
File Size : 41,5 Mb
Release : 2009-04-09
Category : Mathematics
ISBN : 9780387757148

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Advances in Applied Mathematics and Global Optimization by David Y. Gao,Hanif D. Sherali Pdf

The articles that comprise this distinguished annual volume for the Advances in Mechanics and Mathematics series have been written in honor of Gilbert Strang, a world renowned mathematician and exceptional person. Written by leading experts in complementarity, duality, global optimization, and quantum computations, this collection reveals the beauty of these mathematical disciplines and investigates recent developments in global optimization, nonconvex and nonsmooth analysis, nonlinear programming, theoretical and engineering mechanics, large scale computation, quantum algorithms and computation, and information theory.

Author : Michael Khachay,Yury Kochetov,Panos Pardalos
Publisher : Springer
Page : 716 pages
File Size : 46,5 Mb
Release : 2019-06-12
Category : Computers
ISBN : 9783030226299

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Mathematical Optimization Theory and Operations Research by Michael Khachay,Yury Kochetov,Panos Pardalos Pdf

This book constitutes the proceedings of the 18th International Conference on Mathematical Optimization Theory and Operations Research, MOTOR 2019, held in Ekaterinburg, Russia, in July 2019. The 48 full papers presented in this volume were carefully reviewed and selected from 170 submissions. MOTOR 2019 is a successor of the well-known International and All-Russian conference series, which were organized in Ural, Siberia, and the Far East for a long time. The selected papers are organized in the following topical sections: mathematical programming; bi-level optimization; integer programming; combinatorial optimization; optimal control and approximation; data mining and computational geometry; games and mathematical economics.