Montag, 06. März 2017, 16:45 - 17:45 iCal

ISOR Colloquium

"Bilevel optimisation and Stackelberg problems"

Speaker: Martine Labbé (Univ. Libre de Bruxelles)

Sky Lounge OMP 1 (12th Floor)
Oskar-Morgenstern-Platz 1, 1090 Vienna

Vortrag

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Bilevel optimisation problems consist in constraint optimisation problems in which a subset of variables constitute the optimal solution of second optimisation problem. They correspond to situations in which two groups of decisions are taken sequentially. A first part of this talk will present the main aspects, properties and algorithms for bilevel optimization problems with a particular attention to the bilevel linear ones. The second part will focus on a particular class of bilevel problems with bilinear objectives that corresponds to bimatrix Stackelberg games.

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at

Erstellt am Dienstag, 28. Februar 2017, 13:47
Letzte Änderung am Dienstag, 07. März 2017, 13:50