Neur2BiLO: Neural Bilevel Optimization

Bilevel optimization deals with nested problems in which a leader takes the first decision to minimize their objective function while accounting for a follower best-response reaction. Constrained bilevel problems with integer variables are particularly notorious for their hardness.  While exact solvers have been proposed for mixed-integer~linear bilevel optimization, they tend to scale poorly with problem … Read more

Computing Feasible Points of Bilevel Problems with a Penalty Alternating Direction Method

Bilevel problems are highly challenging optimization problems that appear in many applications of energy market design, critical infrastructure defense, transportation, pricing, etc. Often, these bilevel models are equipped with integer decisions, which makes the problems even harder to solve. Typically, in such a setting in mathematical optimization one develops primal heuristics in order to obtain … Read more