Decision rule bounds for two-stage stochastic bilevel programs

Name: Decision rule bounds for two-stage stochastic bilevel programs
Author: Yanıkoğlu, İhsan, Kuhn, D.

İsim	Decision rule bounds for two-stage stochastic bilevel programs
Yazar	Yanıkoğlu, İhsan, Kuhn, D.
Basım Tarihi:	2018
Basım Yeri	- Society for Industrial and Applied Mathematics Publications
Konu	Bilevel programming, Stochastic programming, Decision rules
Tür	Süreli Yayın
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	1052-6234
Kayıt Numarası	916d5bb6-75f0-4f26-af08-89f14401e56d
Lokasyon	Industrial Engineering
Tarih	2018
Notlar	TÜBİTAK ; Swiss National Science Foundation ; École Polytechnique Fédérale de Lausanne
Örnek Metin	We study two-stage stochastic bilevel programs where the leader chooses a binary here-and-now decision and the follower responds with a continuous wait-and-see decision. Using modern decision rule approximations, we construct lower bounds on an optimistic version and upper bounds on a pessimistic version of the leader's problem. Both bounding problems are equivalent to explicit mixed-integer linear programs that are amenable to efficient numerical solution. The method is illustrated through a facility location problem involving sellers and customers with conflicting preferences.
DOI	10.1137/16M1098486
Cilt	28

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Decision rule bounds for two-stage stochastic bilevel programs

Yazar Yanıkoğlu, İhsan, Kuhn, D.

Basım Tarihi 2018

Basım Yeri - Society for Industrial and Applied Mathematics Publications

Konu Bilevel programming, Stochastic programming, Decision rules

Tür Süreli Yayın

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 1052-6234

Kayıt Numarası 916d5bb6-75f0-4f26-af08-89f14401e56d

Lokasyon Industrial Engineering

Tarih 2018

Notlar TÜBİTAK ; Swiss National Science Foundation ; École Polytechnique Fédérale de Lausanne

Örnek Metin We study two-stage stochastic bilevel programs where the leader chooses a binary here-and-now decision and the follower responds with a continuous wait-and-see decision. Using modern decision rule approximations, we construct lower bounds on an optimistic version and upper bounds on a pessimistic version of the leader's problem. Both bounding problems are equivalent to explicit mixed-integer linear programs that are amenable to efficient numerical solution. The method is illustrated through a facility location problem involving sellers and customers with conflicting preferences.

DOI 10.1137/16M1098486

Cilt 28