Questions tagged [bilevel-optimization]

For questions related to optimization problems in which one decision maker (the "leader") chooses decision variables, then a second decision maker (the "follower") chooses decision variables in response. The optimization problem is formulated from the leader's point of view and takes into account the follower's best response. Bilevel optimization is closely related to Stackelberg games.

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Integrality gap in bilevel binary linear programming problem

I have a bilevel max-min optimization problem over binary variables, with constraints expressed using linear inequalities. The inner (minimization) problem is $$ \begin{alignat}2 \min\limits_x&\...
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How to linearize a max min objective function?

Let us suppose that I have a $\max \min$ objective function that only depends on one set of variables: $\underset{x}\max \underset{y}\min dy$ Associated with the linear set of constraints and right ...
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