Decision rule bounds for two-stage stochastic bilevel programs
dc.contributor.author | Yanıkoğlu, İhsan | |
dc.contributor.author | Kuhn, D. | |
dc.date.accessioned | 2018-10-01T17:25:35Z | |
dc.date.available | 2018-10-01T17:25:35Z | |
dc.date.issued | 2018 | |
dc.identifier.issn | 1052-6234 | en_US |
dc.identifier.uri | http://hdl.handle.net/10679/5989 | |
dc.identifier.uri | https://epubs.siam.org/doi/10.1137/16M1098486 | |
dc.description.abstract | We study two-stage stochastic bilevel programs where the leader chooses a binary here-and-now decision and the follower responds with a continuous wait-and-see decision. Using modern decision rule approximations, we construct lower bounds on an optimistic version and upper bounds on a pessimistic version of the leader's problem. Both bounding problems are equivalent to explicit mixed-integer linear programs that are amenable to efficient numerical solution. The method is illustrated through a facility location problem involving sellers and customers with conflicting preferences. | en_US |
dc.description.sponsorship | TÜBİTAK ; Swiss National Science Foundation ; École Polytechnique Fédérale de Lausanne | |
dc.language.iso | eng | en_US |
dc.publisher | Society for Industrial and Applied Mathematics Publications | en_US |
dc.relation | info:turkey/grantAgreement/TUBITAK/115C100 | |
dc.relation.isformatof | SIAM Journal on Optimization | |
dc.rights | restrictedAccess | |
dc.title | Decision rule bounds for two-stage stochastic bilevel programs | en_US |
dc.type | Article | en_US |
dc.peerreviewed | yes | en_US |
dc.publicationstatus | Published | en_US |
dc.contributor.department | Özyeğin University | |
dc.contributor.authorID | (ORCID 0000-0002-7216-4739 & YÖK ID 234526) Yanıkoğlu, İhsan | |
dc.contributor.ozuauthor | Yanıkoğlu, İhsan | |
dc.identifier.volume | 28 | en_US |
dc.identifier.issue | 1 | en_US |
dc.identifier.startpage | 198 | en_US |
dc.identifier.endpage | 222 | en_US |
dc.identifier.wos | WOS:000424527900008 | |
dc.identifier.doi | 10.1137/16M1098486 | en_US |
dc.subject.keywords | Bilevel programming | en_US |
dc.subject.keywords | Stochastic programming | en_US |
dc.subject.keywords | Decision rules | en_US |
dc.identifier.scopus | SCOPUS:2-s2.0-85049723215 | |
dc.contributor.authorMale | 1 | |
dc.relation.publicationcategory | Article - International Refereed Journal - Institutional Academic Staff |
Files in this item
Files | Size | Format | View |
---|---|---|---|
There are no files associated with this item. |
This item appears in the following Collection(s)
Share this page