Solving methods for bilevel optimization problems
| Thesis title in Czech: | Metody řešení dvouúrovňových optimalizačních úloh |
|---|---|
| Thesis title in English: | Solving methods for bilevel optimization problems |
| Key words: | optimalizace, dvouúrovňové optimalizační úlohy, algoritmy, KKT reformulace, aplikace na reálné problémy, mean-risk model |
| English key words: | optimization, bilevel optimization problems, algorithms, KKT reformulation, applications to real-life problems, mean-risk model |
| Academic year of topic announcement: | 2017/2018 |
| Thesis type: | diploma thesis |
| Thesis language: | angličtina |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Ing. Miloš Kopa, Ph.D. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 26.06.2017 |
| Date of assignment: | 26.06.2017 |
| Confirmed by Study dept. on: | 13.02.2018 |
| Date and time of defence: | 05.02.2019 08:00 |
| Date of electronic submission: | 04.01.2019 |
| Date of submission of printed version: | 04.01.2019 |
| Date of proceeded defence: | 05.02.2019 |
| Opponents: | doc. RNDr. Martin Branda, Ph.D. |
| Guidelines |
| Student se seznámí s dvouúrovňovými optimalizačními úlohami, které se stále častěji objevují v moderních aplikacích.
Bude studovat teoretické vlastnosti i možnosti řešení těchto úloh. Na různých praktických úlohách porovná předpoklady a efektivitu jednotlivých navržených algoritmů. |
| References |
| [1] B. Colson, P. Marcotte, G.Savard: An overview of bilevel optimization. Annals of Oper. Research (2007) 153: 235–256.
[2] S. Dempe, V. Kalashnykov, G.A. Pérez-Valdés, N. Kalashnykova: Bilevel Programming Problems - Theory, Algorithms and Applications to Energy Networks. Springer, 2015 [3] J.F. Bard, J.T. Moore: A branch and bound algorithm for the bilevel programming problem, SIAM, J. Sci. Comput., 11 (1990), 281-292. [4] J.F. Bard, J.T. Moore: An algorithm for the discrete bilevel programming problem, Naval Res. Logis., 39 (1992), 419-435. [5] T.A. Edmunds, J.F. Bard: An algorithm for the mixed-integer nonlinear bilevel programming problem, Ann. Oper. Res., 34 (1992), 149-162. [6] Z.Y. Gao, J.J. Wu, H.J. Sun:; Solution algorithm for the bi-level discrete network design problem, Transport. Res., 39B (2005), 479-495. |