Chapter 6 of the upcoming book on #bilevel #optimization:
General properties of mixed-integer linear bilevel problems.
Classic relaxations, infeasibility via lower-level unboundedness and how to test this up-front, existence of solutions, the refinement problem, complexity, reformulations, ...
Ok! Thanks
Last paper post before traveling ;-)
Our preprint on "Branch-and-Cut for Mixed-Integer Linear Decision-Dependent Robust Optimization" (jointly with @hlefebvr.bsky.social, Simon Stevens, and Johannes Thürauf) is online:
tinyurl.com/jedwuhn9
Interesting. Thanks a lot.
I thought they also use some tricks while doing the pivoting to keep the numerics well-behaved for the next basis system to be solved ...
Really? I remember talking to Bixby a few times and he never wanted to say what the actual pivoting rule in CPLEX is (even not after a few glasses of wine 🍷) …
Is this written now somewhere?
Sure it is. I agree. But how can you know this since most of the codes (Gurobi, CPLEX, etc.) are commercial black boxes?
That’s a big achievement! Congratulations 🎊🍾🎉🎈 Marco!!!
What is this new era about?
I did the same a few years ago. Mine are online as well. If you want, I can share them. Will read yours tomorrow!
Amazing! Congratulations! 🎊🎈🎉🍾
The show must go on ... final proof-reading of Chapter 5: "Algorithms for Linear Bilevel Problems".
We discuss three main methods:
(i) The "historic" and simplex-inspired Kth-best algorithm
(ii) Complementarity-Based Branch-and-Bound
(iii) Penalty Alternating Direction Method
Let the final proof-reading continue!
Chapter 4 about linear bilevel problems ... from the content: Examples, unboundedness issues, existence of solutions (with and without coupling constraints), geometry of linear bilevel problems, and NP-hardness!
Paper News:
You're interested in chance constraints and/or LCPs? Here you get the full package for the combination of both:
Modeling, continuity, existence of solutions, convexity, differentiability, gradient formulas, optimality conditions, and a neat case study!
tinyurl.com/d76sy2e6
And I never did a wine on my own.
And, of course, a Feierabend-Beer.
First test of my Cold IPA for the #HomeBrew Bayreuth competition. Needs to clear up quite a bit - but taste and aroma is already quite nice.
Brewday diaries of my 50th #homebrew.
Today: my first Bohemian Lager. Came out stronger than expected - so let’s call it an Imperial Bohemian 🤪
#craftbeer #homebrewing
No! @hlefebvr.bsky.social did so! 🤪
Well, there is another one about the basics of branch-and-bound 😉
PS: It's #OpenAccess! Otherwise, the latest preprint version (same as the published paper) is still available here: optimization-online.org?p=24462
PPS: If you want to blame somebody for that I now also did CG, @hlefebvr.bsky.social is the guilty guy! 😉
My first paper using #ColumnGeneration is now published:
"Column generation in column-and-constraint generation for adjustable robust optimization with Interdiction-type linking Constraints" (with @hlefebvr.bsky.social & Johannes Thürauf):
link.springer.com/article/10.1...
1/2
#Bilevel book proof-reading update.
Chapter 3: Single-level reformulations for convex lower-level problems ...
A few keywords: Optimal-value function, KKT, strong-duality, big-M, McCormick, IIC, local vs. global solutions, SOS1 conditions, ...
Some more paper news:
Our article "Computing weak counterfactual explanations for linear optimization: A new class of bilevel models and a tailored penalty alternating direction method" (jointly with @hlefebvr.bsky.social) has now been published in EJOR:
www.sciencedirect.com/science/arti...
Extended Deadline for #ICBO 2025, the
International Conference on Bilevel Optimization in Pittsburgh, US.
bileveloptimization.org/icbo/2026/in...
Register now and let's meet in August!
#orms #bilevel #optimization #conference
PAPER NEWS!
Our paper "Learning the Follower's Objective Function in Sequential #Bilevel Games" (jointly w I. Molan & J. Thürauf) is now published in Mathematical Methods of Operations Research.
Interested? Go for it: link.springer.com/article/10.1.... It's #OpenAccess.
Free Tuesday afternoon? Then I have something for you!
🚀 We're launching the #BOS Webinar Series—a bi-weekly seminar on theoretical, computational, and applied #BilevelOptimization
📆 Tuesdays at 4 pm CET via MS Teams
🎙️ 40- or 2x20-minute talks + discussion
🔗 bileveloptimization.org/bos_webinar
The 6th #EUROYoungWorkshop is coming to #Lugano, Switzerland 🇨🇭| Oct 14-16, 2026
Join us for 3 days of talks, networking & social events—inspiring plenaries and lakeside charm await!
Abstract submission: 10 Mar – 15 Apr
Registration: 1 May – 1 Jun
🔗 euroyoung.eu/lugano2026
Proof-reading chapter 2: Optimistic vs pessimistic #bilevel problems.
What is a pessimistic problem? Why is it different? And why is it actually not as different as many people thought for a long time …
#orms #optimization
... a bit about the history of #bilevel #optimization and the main formal definitions:
the optimistic problem, coupling constraints, the rational reaction set, the optimal-value function, linking variables, local and global solutions, the single-level relaxation, etc.
Stay tuned for me!
2/2
Proof-reading our #bilevel #optimization book.
Today: Chapter 1 about what it is all about 😉
From the content: many formal and informal examples such as pricing, toll setting, energy markets, critical infrastructure defense, interdiction problems (max-flow & knapsack)
... plus ...
1/2
Challenge accepted
