The l0-minimization problem that seeks the sparsest point of a polyhedral set is a longstanding challenging problem in the fields of signal and image processing, numerical linear algebra and mathematical optimization. The weighted l1-method is one of the most plausible methods for solving this problem. In this paper, we develop a new weighted l1-method through … Read more
We address a bilevel location problem where a leader first decides which facilities to open and their access prices; then, customers make individual decisions minimizing individual costs. In this note we prove that, when access costs do not fulfill metric properties, the problem is NP-hard even if facilities can be opened at no fixed cost. … Read more
In this paper, we present a new computation scheme for pessimistic bilevel optimization problem, which so far does not have any computational methods generally applicable yet. We first develop a tight relaxation and then design a simple scheme to ensure a feasible and optimal solution. Then, we discuss using this scheme to compute linear pessimistic … Read more
This paper deals with ill-posed bilevel programs, i.e., problems admitting multiple lower-level solutions for some upper-level parameters. Many publications have been devoted to the standard optimistic case of this problem, where the difficulty is essentially moved from the objective function to the feasible set. This new problem is simpler but there is no guaranty to … Read more
In this paper we deal with the semivectorial bilevel problem in the Riemannian setting. The upper level is a scalar optimization problem to be solved by the leader, and the lower level is a multiobjective optimization problem to be solved by several followers acting in a cooperative way inside the greatest coalition and choosing among … Read more
When addressing the maximum stable set problem on a graph G = (V,E), rank inequalities prescribe that, for any subgraph G[U] induced by U ⊆ V , at most as many vertices as the stability number of G[U] can be part of a stable set of G. These inequalities are very general, as many of … Read more
In this paper, we study bilevel mixed integer programming (MIP) problem and present a novel computing scheme based on reformulations and decomposition strategy. By converting bilevel MIP into a constrained mathematical program, we present its single-level reformulations that are friendly to perform analysis and build insights. Then, we develop a decomposition algorithm based on column-and-constraint … Read more
This paper considers a bilevel nonlinear program (NLP) whose lower-level problem satisfies a linear independence constraint qualification (LICQ) and a strong second-order condition (SSOC). One would expect the resulting mathematical program with complementarity constraints (MPCC), whose constraints are the first-order optimality conditions of the lower-level NLP, to satisfy an MPEC-LICQ. We provide an example which … Read more
We investigate some properties of an inexact proximal point method for pseudomonotone equilibrium problems in a real Hilbert space. Un- like monotone case, in pseudomonotone case, the regularized subprob- lems may not be strongly monotone, even not pseudomonotone. How- ever, every proximal trajectory weakly converges to the same limit, We use these properties to extend … Read more
We present a global optimization algorithm, Branch-and-Sandwich, for optimistic bilevel programming problems which satisfy a regularity condition in the inner problem. The functions involved are assumed to be nonconvex and twice continuously differentiable. The proposed approach can be interpreted as the exploration of two solution spaces (corresponding to the inner and the outer problems) using … Read more