Pessimistic Bilevel Optimization

Pessimistic Bilevel Optimization

We study a variant of the pessimistic bilevel optimization problem, which comprises constraints that must be satisfied for any optimal solution of a subordinate (lower-level) optimization problem. We present conditions that guarantee the existence of optimal solutions in such a problem, and we chara...

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Bibliographic Details
Main Authors:	Wiesemann, Wolfram, Tsoukalas, Angelos, Kleniati, Polyxeni-Margarita, Rustem, Berc
Other Authors:	Massachusetts Institute of Technology. Department of Mechanical Engineering
Format:	Article
Language:	en_US
Published:	Society for Industrial and Applied Mathematics 2013
Online Access:	http://hdl.handle.net/1721.1/79608

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