Friday, 11:00 - 11:25 h, Room: H 1029

 

Joerg Fliege
Reformulations of multiobjective bilevel problems

Coauthors: Konstantinos Kaparis, Huifu Xu

 

Abstract:
We present new approaches for multiobjective bilevel optimization, derived from an optimality condition for the lower level problem that leads naturally to a nonsmooth equality constraint. The nonsmoothness of the new constraint stems from its derivation as an optimal value function of a particular direction search problem. Preliminary numerical results on bilevel problems occuring in electricity markets show
the efficacy of the approach. Further, we consider possible extensions to the multilevel case.

 

Talk 2 of the contributed session Fri.1.H 1029
"Bilevel optimization and risk management" [...]
Cluster 15
"Multi-objective optimization" [...]

 

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