A Practical Scheme to Compute the Pessimistic Bilevel Optimization Problem.
Bo ZengPublished in: INFORMS J. Comput. (2020)
Keyphrases
- optimization scheme
- learning algorithm
- mathematical programming
- optimization algorithm
- neural network
- convex programming
- quadratic programming
- efficient computation
- optimization method
- linear programming
- optimization problems
- real time
- global optimization
- higher level
- classification scheme
- expected utility
- dynamic programming
- nonlinear programming