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math.OC2026
A Computational Study for Solving Decision-Dependent Robust Problems as Bilevel Optimization Problems
Henri Lefebvre, Martin Schmidt, Simon Stevens +1
Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematic…
math.OC2026
On Coupling Constraints in Pessimistic Linear Bilevel Optimization
Dorothee Henke, Henri Lefebvre, Martin Schmidt +1
The literature on pessimistic linear bilevel optimization with coupling constraints is rather scarce and it has been common sense that these problems are harder to tackle than pess…
math.OC2024
On Coupling Constraints in Linear Bilevel Optimization
Dorothee Henke, Henri Lefebvre, Martin Schmidt +1
It is well-known that coupling constraints in linear bilevel optimization can lead to disconnected feasible sets, which is not possible without coupling constraints. However, there…