SEMINAR: Algorithm Development for Difficult Bilevel Optimization Problems

Dr. Bo Zeng, Assistant Professor, Department of Industrial Engineering, Swanson School of Engineering, University of Pittsburgh
When Mar 24, 2017
from 12:00 PM to 01:00 PM
Where Vogt Bldg., Rm. 314
Contact Name
Contact Phone 502-852-1416
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Bilevel optimization is widely used as decision support tools in power systems, transportation systems or security applications. Nevertheless, pessimistic bilevel optimization and bilevel mixed integer programs have been known as computationally unsolved for a very long time. In this talk, we first review existing research and analyze the fundamental challenges. Then, we present some reformulation and decomposition strategies, along with their theoretical properties, to handle the complicated structure of pessimistic bilevel and bilevel mixed integer programs.  Finally, numerical results on practical and simulated instances are provided to demonstrate the computational advantages over existing methods.

About the Speaker:

Dr. Bo Zeng is an assistant professor in the Department of Industrial Engineering, Swanson School of Engineering, at the University of Pittsburgh. Prior to that, he was on the faculty of Industrial and Management Systems Engineering at the University of South Florida. His research interests include the development of theory and effective solution methodologies to address challenging robust, stochastic and multilevel mixed integer programs and their applications in logistics, healthcare and power and energy systems. Dr. Zeng received his Ph.D. from Purdue University focusing on operations research.