Veranstaltungen

11. Mai 2023, 15:00 bis 22. Juli 2024 17:00

AKOR Seminar: Bayesian approach and polyhedral geometry of stochastic linear bilevel programming

Seminar

David Salas, Universidad de O’Higgins

In this talk we will review some recent results on the Bayesian approach for bilevel programming. We focus our attention in linear bilevel programming and the beliefs induced by uncertain lower-level costs. We show that such problems (and their sample average approximations) can be written as piecewise linear minimization problems over a polyhedral complex induced by the feasible region of the bilevel formulation. We will describe two algorithms to solve the problem: a deterministic one based on vertex enumeration, and a Monte-Carlo algorithm based on sampling full-dimensional elements of the aforementioned polyhedral complex.

Kalendereintrag

Veranstaltung Details

Veranstaltungsort
Sem. R. DB gelb 04
1040 Wien
Veranstalter
VADOR
vador@tuwien.ac.at
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Kostenpflichtig
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Anmeldung erforderlich
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