A bilevel optimization approach to decide the feasibility of bookings in the European gas market.
Fränk PleinJohannes ThüraufMartine LabbéMartin SchmidtPublished in: Math. Methods Oper. Res. (2022)
Keyphrases
- genetic algorithm
- optimization process
- linear programming
- optimization method
- combinatorial optimization
- neural network
- optimization problems
- constrained optimization
- summer school
- foreign exchange
- european project
- discrete optimization
- financial data
- multiple objectives
- mathematical programming
- optimization methods
- optimization algorithm
- low level