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Bilevel optimisation and pricing problems


12 diciembre, 2019
11:00

Título: Bilevel optimisation  and pricing problems

Ponente:  Martine Labbé Computer Science Department, Université Libre de Bruxelles INRIA, Lille

Organizadora: Mercedes Landete

Fecha:  Jueves 12 de diciembre de 2019, 11:00

Lugar: Aulas 0.1 y 0.2 , Instituto Universitario de Investigación CIO, Edificio Torretamarit, Universidad Miguel Hernández (Campus de Elche)

Resumen: A bilevel optimization problem consists in an optimization problem in which some of the constraints specify that a subset of variables must be an optimal solution to another optimization problem. This paradigm is particularly appropriate to model competition between agents, a leader and a follower, acting sequentially.

 In this talk I will first focus the simplest bilevel problems, those that are linear. In particular I will discuss some recent results showing that these problems are already extremely challenging.

 In a second part, I will talk about a family of bilevel problems called network pricing problems, in which tolls must be determined on a specified subset of arcs of a multicommodity transportation network. The leader or first level corresponds to the profit maximizing owner of the subset of arcs and the follower to users traveling at minimum cost between nodes of the network.


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