Technical Note - There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization.
Thomas KleinertMartine LabbéFränk PleinMartin SchmidtPublished in: Oper. Res. (2020)
Keyphrases
- optimization problems
- linear programming
- np complete
- convex programming
- optimization algorithm
- computational complexity
- worst case
- bilevel programming
- real time
- discrete optimization
- optimization model
- constrained optimization
- optimization process
- big data
- global optimization
- search algorithm
- reinforcement learning