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DTSTART:20190101T000000
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DTSTART;TZID=UTC:20200323T140000
DTEND;TZID=UTC:20200323T150000
DTSTAMP:20260411T120454
CREATED:20200127T124815Z
LAST-MODIFIED:20200317T114146Z
UID:1446-1584972000-1584975600@optimisation.doc.ic.ac.uk
SUMMARY:Seminar by Prof. Oliver Stein (Cancelled due to the Covid-19 situation)
DESCRIPTION:Title: Pessimistic Bilevel Optimization \nPessimistic bilevel optimization problems\, as optimistic ones\, possess a structure involving\nthree interrelated optimization problems. Moreover\, their finite infima are only\nattained under strong conditions. We address these difficulties within a framework of moderate\nassumptions and a perturbation approach which allow us to approximate such finite\ninfima arbitrarily well by minimal values of a sequence of solvable single-level problems. \nTo this end\, as already done for optimistic problems\, we introduce the standard version of\nthe pessimistic bilevel problem. For its algorithmic treatment\, we reformulate it as a standard\noptimistic bilevel program with a two follower Nash game in the lower level. The latter lower level\ngame\, in turn\, is replaced by its Karush-Kuhn-Tucker conditions\, resulting in a single-level\nmathematical program with complementarity constraints. \nWe show that the perturbed pessimistic bilevel problem\, its standard version\, the\ntwo follower game as well as the mathematical program with complementarity constraints\nare equivalent with respect to their global minimal points. We also highlight the more intricate\nconnections between their local minimal points. As an illustration\, we consider a regulator problem\nfrom economics. \n  \nBio: \nOliver Stein is full professor at the Institute of Operations Research (IOR) at the Karlsruhe Institute of Technology (KIT).\nHe received his doctoral degree from the University of Trier in 1997\, and his venia legendi from RWTH Aachen University in 2002.\nHis research covers algorithms and their theoretical foundation for continuous and mixed-integer nonlinear optimization problems\,\nparametric optimization\, multi-leader-multi-follower games\, and multi-objective optimization. Oliver was fellow of the Friedrich-Ebert\nFoundation\, the Alexander-von-Humboldt Foundation\, and the German Research Foundation (Heisenberg followship)\, and received various\nteaching awards. Oliver is member of MOS\, SIAM\, GAMM\, GOR\, and DMV. Since 2015 he acts as Editor-in-Chief of MMOR.
URL:https://optimisation.doc.ic.ac.uk/event/seminar-by-prof-oliver-stein/
LOCATION:CPSE lecture theatre
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