Susanne Franke

Pessimistic bilevel linear optimization

  • Stephan Dempe
  • Susanne Franke
  • Guimei Luo
    • Categories Nonsmooth Optimization Tags , , , ,

    In this paper, we investigate the pessimistic bilevel linear optimization problem (PBLOP). Based on the lower level optimal value function and duality, the PBLOP can be transformed to a single-level while nonconvex and nonsmooth optimization problem. By use of linear optimization duality, we obtain a tractable and equivalent transformation and propose algorithms for computing global … Read more

    Bilevel optimization problems with vectorvalued objective functions in both levels

  • Stephan Dempe
  • Susanne Franke
    • Categories Nonlinear Optimization

    Bilevel optimization problems with multivalued objective functions in both levels are first replaced by a problem with a parametric lower level using a convex combination of the lower level objectives. Thus a nonconvex multiobjective bilevel optimization problem arises which is then transformed into a parametric bilevel programming problem. The investigated problem has been considered in … Read more