Unbounded Relaxations

Unboundedness and Infeasibility in Linear Bilevel Optimization: How to Overcome Unbounded Relaxations

  • Bárbara Rodrigues
  • Miguel F. Anjos
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , ,

    Bilevel optimization problems are known to be challenging to solve in practice. In particular, the feasible set of a bilevel problem is, in general, non-convex, even for linear bilevel problems. In this work, we aim to develop a better understanding of the feasible set of linear bilevel problems. Specifically, we develop means by which to … Read more