Imperial College London
Alternate

Emeritus ProfessorBercRustem

Faculty of Engineering, Department of Computing

Emeritus Professor
 
 
 
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Contact

 

+44 (0)20 7594 8345b.rustem Website

 
 
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Assistant

 

Dr Amani El-Kholy +44 (0)20 7594 8220

 
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Location

 

361Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@techreport{Wiesemann:2012:10.25561/95104,
author = {Wiesemann, W and Tsoukalas, A and Kleniati, P-M and Rustem, B},
booktitle = {Departmental Technical Report: 12/4},
doi = {10.25561/95104},
publisher = {Department of Computing, Imperial College London},
title = {Pessimistic bi-level optimization},
url = {http://dx.doi.org/10.25561/95104},
year = {2012}
}
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RIS format (EndNote, RefMan)

TY  - RPRT
AB  - We study a variant of the pessimistic bi-level optimization problem, which comprises constraintsthat must be satis ed for any optimal solution of a subordinate (lower-level) optimization problem. Wepresent conditions that guarantee the existence of optimal solutions in such a problem, and we characterizethe computational complexity of various subclasses of the problem. We then focus on probleminstances that may lack convexity, but that satisfy a certain independence property. We develop convergentapproximations for these instances, and we derive an iterative solution scheme that is reminiscent ofthe discretization techniques used in semi-in nite programming. We also present a computational studythat illustrates the numerical behavior of our algorithm on standard benchmark instances.
AU  - Wiesemann,W
AU  - Tsoukalas,A
AU  - Kleniati,P-M
AU  - Rustem,B
DO  - 10.25561/95104
PB  - Department of Computing, Imperial College London
PY  - 2012///
TI  - Pessimistic bi-level optimization
T1  - Departmental Technical Report: 12/4
UR  - http://dx.doi.org/10.25561/95104
UR  - http://hdl.handle.net/10044/1/95104
ER  -
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