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math.OC2026
On Big-M Reformulations of Bilevel Linear Programs: Hardness of A Posteriori Verification
Sergey S. Ketkov, Oleg A. Prokopyev
A standard approach to solving optimistic bilevel linear programs (BLPs) is to replace the lower-level problem with its Karush-Kuhn-Tucker (KKT) optimality conditions and reformula…
math.OC2026
Data-driven interdiction with asymmetric cost uncertainty: a distributionally robust optimization approach
Sergey S. Ketkov, Oleg A. Prokopyev
We consider a class of stochastic interdiction games between an upper-level decision-maker (the leader) and a lower-level decision-maker (the follower), where uncertainty lies in t…