11 citations · 14 across the 9 of their papers we have counts for
10 papers
A Brief Introduction to Robust Bilevel Optimization
Yasmine Beck, Ivana Ljubić, Martin Schmidt
Bilevel optimization is a powerful tool for modeling hierarchical decision making processes. However, the resulting problems are challenging to solve - both in theory and practice.…
On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems
Christian Biefel, Martin Schmidt
We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (2022) towards convex and compact uncertainty sets. Moreover, for the case of…
A Successive Linear Relaxation Method for MINLPs with Multivariate Lipschitz Continuous Nonlinearities
Julia Grübel, Richard Krug, Martin Schmidt +1
We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear cons…
Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems
Filippo Fabiani, Barbara Franci, Simone Sagratella +2
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenario…
On a Computationally Ill-Behaved Bilevel Problem with a Continuous and Nonconvex Lower Level
Yasmine Beck, Daniel Bienstock, Martin Schmidt +1
It is well known that bilevel optimization problems are hard to solve both in theory and practice. In this paper, we highlight a further computational difficulty when it comes to s…
Affinely Adjustable Robust Linear Complementarity Problems
Christian Biefel, Frauke Liers, Jan Rolfes +1
Linear complementarity problems are a powerful tool for modeling many practically relevant situations such as market equilibria. They also connect many sub-areas of mathematics lik…