🗊 Презентация Solution methods for bilevel optimization

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Solution methods for bilevel optimization, слайд №1

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Слайды и текст этой презентации

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Solution Methods for Bilevel Optimization Andrey Tin A.Tin@soton.ac.uk School of Mathematics Supervisors: Dr Alain B. Zemkoho, Professor Jörg Fliege

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Solution Methods for Bilevel Optimization Andrey Tin A.Tin@soton.ac.uk School of Mathematics Supervisors: Dr Alain B. Zemkoho, Professor Jörg Fliege

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Solution methods for bilevel optimization, слайд №2

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Stackelberg Game (Bilevel problem)

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Stackelberg Game (Bilevel problem)

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Solution methods for bilevel optimization, слайд №4

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Solution methods for bilevel optimization, слайд №5

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Important Sets

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Important Sets

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Solution methods for bilevel optimization, слайд №7

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Solution methods

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Solution methods

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Concept of KKT conditions

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Concept of KKT conditions

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Value function reformulation

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Value function reformulation

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KKT for value function reformulation

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KKT for value function reformulation

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Assumptions

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Assumptions

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KKT-type optimality conditions for Bilevel

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KKT-type optimality conditions for Bilevel

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Further Assumptions (for simpler version)

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Further Assumptions (for simpler version)

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Simpler version of KKT-type conditions

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Simpler version of KKT-type conditions

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NCP-Functions

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NCP-Functions

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Problems with differentiability

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Problems with differentiability

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Solution methods for bilevel optimization, слайд №18

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Simpler version with perturbed Fischer-Burmeister NCP functions

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Simpler version with perturbed Fischer-Burmeister NCP functions

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Solution methods for bilevel optimization, слайд №20

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Newton method

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Newton method

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Pseudo inverse

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Pseudo inverse

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Gauss-Newton method

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Gauss-Newton method

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Singular Value Decomposition (SVD)

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Singular Value Decomposition (SVD)

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SVD for wrong direction

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SVD for wrong direction

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SVD for right direction

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SVD for right direction

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Levenberg-Marquardt method

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Levenberg-Marquardt method

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Numerical results

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Numerical results

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Plans for further work

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Plans for further work

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Plans for further work

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Plans for further work

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Thank you! Questions?

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Thank you! Questions?

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References

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References

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References

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References

Теги Solution methods bilevel optimization

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