activity
20172026
most citedScholtes relaxation method for pessimistic bilevel optimization

2 citations · 6 across the 16 of their papers we have counts for

collaborators

19 papers

math.OC2026

Data-Driven Hull-Fouling Cleaning Schedule Optimization to Reduce Carbon Footprint of Vessels

Samuel Ward, Samuel J. Ward, Marah-Lisanne Thormann +2

In response to climate change, the International Maritime Organization has introduced regulations to reduce greenhouse gas emissions from international shipping. Compliance with th…

math.OC2025★ 1 cited

Mathematical programs with complementarity constraints and application to hyperparameter tuning

Samuel J. Ward, Alain Zemkoho, Selin Damla Ahipasaoglu

We consider the Mathematical Program with Complementarity Constraints (MPCC). One of the main challenges in solving this problem is the systematic failure of standard Constraint Qu…

math.OC2024

Relaxation methods for pessimistic bilevel optimization

Imane Benchouk, Lateef Jolaoso, Khadra Nachi +1

We consider a smooth pessimistic bilevel optimization problem, where the lower-level problem is convex and satisfies the Slater constraint qualification. These assumptions ensure t…

math.OC2024

A new problem qualification based on approximate KKT conditions for Lipschitzian optimization with application to bilevel programming

Isabella Käming, Andreas Fischer, Alain B. Zemkoho

When dealing with general Lipschitzian optimization problems, there are many problem classes where even weak constraint qualifications fail at local minimizers. In contrast to a co…

math.OC2024

The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization

Marah-Lisanne Thormann, Phan Tu Vuong, Alain B. Zemkoho

A highly relevant problem of modern finance is the design of Value-at-Risk (VaR) optimal portfolios. Due to contemporary financial regulations, banks and other financial institutio…

math.OC2023★ 1 cited

A fresh look at nonsmooth Levenberg--Marquardt methods with applications to bilevel optimization

Lateef O. Jolaoso, Patrick Mehlitz, Alain B. Zemkoho

In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg--Marquardt method for its so…

cs.CR2023★ 1 cited

AIIPot: Adaptive Intelligent-Interaction Honeypot for IoT Devices

Volviane Saphir Mfogo, Alain Zemkoho, Laurent Njilla +2

The proliferation of the Internet of Things (IoT) has raised concerns about the security of connected devices. There is a need to develop suitable and cost-efficient methods to ide…

math.OC2022

Nonconvex quasi-variational inequalities: stability analysis and application to numerical optimization

Joydeep Dutta, Lahoussine Lafhim, Alain Zemkoho +1

We consider a parametric quasi-variational inequality (QVI) without any convexity assumption. Using the concept of \emph{optimal value function}, we transform the problem into that…

math.OC2022

Duality theory for optimistic bilevel optimization

Houria En-Naciri, Lahoussine Lafhim, Alain Zemkoho

In this paper, we exploit the so-called value function reformulation of the bilevel optimization problem to develop duality results for the problem. Our approach builds on Fenchel-…

math.OC2021★ 2 cited

Scholtes relaxation method for pessimistic bilevel optimization

Imane Benchouk, Khadra Nachi, Alain Zemkoho

When the lower-level optimal solution set-valued mapping of a bilevel optimization problem is not single-valued, we are faced with an ill-posed problem, which gives rise to the opt…

math.OC2021

Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization

Andrey Tin, Alain B. Zemkoho

We consider the optimistic bilevel optimization problem, known to have a wide range of applications in engineering, that we transform into a single-level optimization problem by me…

math.OC2020

Newton-type method for bilevel programs with linear lower level problem and application to toll optimization

Floriane Mefo Kue, Thorsten Raasch, Alain B. Zemkoho

We consider a bilevel program involving a linear lower level problem with left-hand-side perturbation. We then consider the Karush-Kuhn-Tucker reformulation of the problem and subs…

math.OC2020★ 1 cited

Theoretical and numerical comparison of the Karush-Kuhn-Tucker and value function reformulations in bilevel optimization

Alain Zemkoho, Shenglong Zhou

The Karush-Kuhn-Tucker and value function (lower-level value function, to be precise) reformulations are the most common single-level transformations of the bilevel optimization pr…

math.OC2019

Semismooth Newton-type method for bilevel optimization: Global convergence and extensive numerical experiments

Andreas Fischer, Alain B. Zemkoho, Shenglong Zhou

We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the p…

math.OC2019

Sufficient optimality conditions in bilevel programming

Patrick Mehlitz, Alain B. Zemkoho

This paper is concerned with the derivation of first- and second-order sufficient optimality conditions for optimistic bilevel optimization problems involving smooth functions. Fir…

math.OC2018

BOLIB: Bilevel Optimization LIBrary of test problems

Shenglong Zhou, Alain B. Zemkoho, Andrey Tin

This chapter presents the Bilevel Optimization LIBrary of the test problems (BOLIB for short), which contains a collection of test problems, with continuous variables, to help supp…

math.OC2018

An inertial extrapolation method for convex simple bilevel optimization

Yekini Shehu, Phan Tu Vuong, Alain Zemkoho

We consider a scalar objective minimization problem over the solution set of another optimization problem. This problem is known as simple bilevel optimization problem and has draw…

math.OC2017

Robust toll pricing: A novel approach

Trivikram Dokka, Alain B. Zemkoho, Sonali Sen Gupta +1

We study a robust toll pricing problem where toll setters and users have different level of information when taking their decisions. Toll setters do not have full information on th…

math.OC2017

Two-level value function approach to nonsmooth optimistic and pessimistic bilevel programs

Stephan Dempe, Boris S. Mordukhovich, Alain B. Zemkoho

The authors' paper in Optimization 63 (2014), 505-533, see Ref. [5], was the first one to provide detailed optimality conditions for pessimistic bilevel optimization. The results t…