Second-Order Sensitivity Analysis for Bilevel Optimization.
Robert DyroEdward SchmerlingNikos AréchigaMarco PavonePublished in: AISTATS (2022)
Keyphrases
- sensitivity analysis
- decision variables
- managerial insights
- optimization algorithm
- optimization problems
- variational inequalities
- influence diagrams
- constrained optimization
- optimization process
- higher order
- linear programming
- high order
- optimization method
- combinatorial optimization
- low level
- closed form
- probability distribution