Coupling constraints

On Coupling Constraints in Pessimistic Linear Bilevel Optimization

  • Dorothee Henke
  • Henri Lefebvre
  • Martin Schmidt
  • Johannes Thürauf
    • Categories Bilevel Optimization Tags , , ,

    The literature on pessimistic bilevel optimization with coupling constraints is rather scarce and it has been common sense that these problems are harder to tackle than pessimistic bilevel problems without coupling constraints. In this note, we show that this is not the case. To this end, given a pessimistic problem with coupling constraints, we derive … Read more

    On Coupling Constraints in Linear Bilevel Optimization

  • Dorothee Henke
  • Henri Lefebvre
  • Martin Schmidt
  • Johannes Thürauf
    • Categories (Mixed) Integer Linear Programming, Complementarity and Variational Inequalities, Other Topics Tags ,

    It is well-known that coupling constraints in linear bilevel optimization can lead to disconnected feasible sets, which is not possible without coupling constraints. However, there is no difference between linear bilevel problems with and without coupling constraints w.r.t. their complexity-theoretical hardness. In this note, we prove that, although there is a clear difference between these … Read more