Ted Ralphs, Associate Professor, Lehigh University

Tuesday, December 16, 14h00, IMB 385

A bilevel program is a generalization of a standard mathematical program in which we consider a hierarchical decision system with two independent decision makers whose interests are not necessarily aligned. We will first introduce the basic framework of multilevel programming, focusing on bilevel discrete case, and briefly discuss the importance and applications of this class of mathematical program. We will then review our recent efforts to develop a solver for mixed integer bilevel programs that attempts to generalize techniques used successfully for the solution of standard mixed integer linear programs.