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math.OC2026
Intermediate Bilevel Optimization: Modeling Endogenous Follower Tie-Breaking Behavior
Maria Bazotte, Margarida Carvalho, Thibaut Vidal
In bilevel optimization, optimistic and pessimistic follower behaviors are the most commonly used forms to define how the follower ties-breaks among multiple optimal solutions. In…
math.OC2025
Optimization by Directional Attacks: Solving Problems with Neural Network Surrogates
Pierre-Yves Bouchet, Thibaut Vidal
This paper tackles optimization problems whose objective and constraints involve a trained Neural Network (NN), where the goal is to maximize subject to ,…
math.OC2025
Solving Two-Stage Stochastic Programs with Endogenous Uncertainty via Random Variable Transformation
Maria Bazotte, Margarida Carvalho, Thibaut Vidal
Real-world decision-making problems often involve decision-dependent uncertainty, where the probability distribution of the random vector depends on the model decisions. Few studie…