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We study a pessimistic stochastic bilevel program in the context of sequential two-player games, where the leader makes a binary here-and-now decision, and the follower responds a continuous wait-and-see decision after observing the…

Optimization and Control · Mathematics 2022-06-09 Akshit Goyal , Yiling Zhang , Chuan He

Bilevel programming can be used to formulate many problems in the field of power systems, such as strategic bidding. However, common reformulations of bilevel problems to mixed-integer linear programs make solving such problems hard, which…

Optimization and Control · Mathematics 2022-07-11 Eléa Prat , Spyros Chatzivasileiadis

Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm has recently gained considerable attention in machine…

Optimization and Control · Mathematics 2026-05-05 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo , Alain Zemkoho

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…

Optimization and Control · Mathematics 2020-04-10 Trivikram Dokka , Francis Garuba , Marc Goerigk , Peter Jacko

In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

Optimization and Control · Mathematics 2025-01-20 Yuhao Wang , Seong-Hee Kim , Enlu Zhou

In multi-robot systems, achieving coordinated missions remains a significant challenge due to the coupled nature of coordination behaviors and the lack of global information for individual robots. To mitigate these challenges, this paper…

Robotics · Computer Science 2024-08-22 Zechen Hu , Daigo Shishika , Xuesu Xiao , Xuan Wang

Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex…

Optimization and Control · Mathematics 2022-06-14 Xuxing Chen , Minhui Huang , Shiqian Ma

Edge computing allows Service Providers (SPs) to enhance user experience by placing their services closer to the network edge. Determining the optimal provisioning of edge resources to meet the varying and uncertain demand cost-effectively…

Optimization and Control · Mathematics 2024-12-23 Jiaming Cheng , Duong Thuy Anh Nguyen , Duong Tung Nguyen

This paper proposes a mathematical model for the design of a two-echelon supply chain where a set of suppliers serve a set of terminal facilities that receive uncertain customer demands. This model integrates a number of system decisions in…

Optimization and Control · Mathematics 2015-11-26 Jianxun Cui , Meng Zhao , Xiaopeng Li , Mohsen Parsafard , Shi An

Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…

Optimization and Control · Mathematics 2026-02-20 Henri Lefebvre , Martin Schmidt , Simon Stevens , Johannes Thürauf

We investigate the sequential competitive facility location problem (SCFLP) under partially binary rule where two companies sequentially open a limited number of facilities to maximize their market shares, requiring customers to patronize,…

Optimization and Control · Mathematics 2025-08-13 Yu-Qi Guo , Yan-Ru Wang , Wei-Kun Chen , Yu-Hong Dai

Bilevel optimization (BLO) problem, where two optimization problems (referred to as upper- and lower-level problems) are coupled hierarchically, has wide applications in areas such as machine learning and operations research. Recently, many…

Optimization and Control · Mathematics 2025-05-19 Xiaotian Jiang , Ioannis Tsaknakis , Prashant Khanduri , Mingyi Hong

Location Routing is a fundamental planning problem in logistics, in which strategic location decisions on the placement of facilities (depots, distribution centers, warehouses etc.) are taken based on accurate estimates of operational…

Discrete Mathematics · Computer Science 2021-08-06 Felipe Carrasco Heine , Antonia Demleitner , Jannik Matuschke

We attack the 4-level facility location problem (4L-FLP), a critical component in supply chains. Foundational tasks here involve selecting markets, plants, warehouses, and distribution centers to maximize profits while considering related…

Optimization and Control · Mathematics 2025-04-22 Bahram Alidaee , Haibo Wang

Recent years have witnessed the rise of many successful e-commerce marketplace platforms like the Amazon marketplace, AirBnB, Uber/Lyft, and Upwork, where a central platform mediates economic transactions between buyers and sellers.…

Computer Science and Game Theory · Computer Science 2018-03-01 Reza Alijani , Siddhartha Banerjee , Sreenivas Gollapudi , Kostas Kollias , Kamesh Munagala

The cross-dock door design problem consists of deciding the strip and stack doors and nominal capacity of an entity under uncertainty. Inbound commodity flow from origin nodes is assigned to the strip doors, it is consolidated in the…

Optimization and Control · Mathematics 2025-06-03 Laureano F. Escudero , M. Araceli Garín , Aitziber Unzueta

The facility location problems (FLPs) are a typical class of NP-hard combinatorial optimization problems, which are widely seen in the supply chain and logistics. Many mathematical and heuristic algorithms have been developed for optimizing…

Machine Learning · Computer Science 2022-10-28 Shiqing Liu , Xueming Yan , Yaochu Jin

Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-stage DRO problems are generally computationally…

Optimization and Control · Mathematics 2024-12-24 Yue Lin , Daniel Zhuoyu Long , Viet Anh Nguyen , Jin Qi

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…

Optimization and Control · Mathematics 2024-03-15 Nazanin Abolfazli , Ruichen Jiang , Aryan Mokhtari , Erfan Yazdandoost Hamedani