2 papers
math.OC2026
Optimality Conditions and Numerical Algorithms for a Class of Minimax Bilevel Optimization Problems
Yaling Hu, Jiani Wang, Yu-hong Dai +1
In many applications, including Stackelberg games, machine learning, and power systems \cite{Mackay2018Selftuning,Heinrich1952The,Wang2021Bi-Level}, the decisions in a minimax opti…
math.OC2024
Exploiting Overlap Information in Chance-constrained Program with Random Right-hand Side
Wei Lv, Wei-Kun Chen, Yu-Hong Dai +1
We consider the chance-constrained program (CCP) with random right-hand side under a finite discrete distribution. It is known that the standard mixed integer linear programming (M…