Im Rahmen des Kolloquiums des Graduiertenkollegs Algorithmic Optimization findet am
Donnerstag, dem 11. September 2025
16:00 Uhr s.t.
Hörsaal 9
folgender Vortrag statt:
Column-and-Constraint Generation for Robust Bilevel Optimization with Wait-and-See Follower
Prof. Dr. Johannes Thürauf, Technical University of Nuremberg
Bilevel optimization provides a mathematical framework for modeling hierarchical decision processes. Typically, it is assumed that all input parameters for both the leader and the follower are known when the leader makes a decision. However, in many real-world applications, the leader has to decide without fully anticipating the follower's response due to uncertainties in the follower's problem. In this talk, we address robust bilevel optimization problems in which the follower adopts a so-called wait-and-see approach. In this setting, the leader decides without knowledge of the specific realization of the uncertainty. Then, the uncertainty realizes in a worst-case manner, and afterward the follower makes their own decisions. For this challenging problem class, we discuss mathematical properties and present a corresponding solution approach based on column-and-constraint generation. The convergence of the proposed algorithm is discussed along with its practical implementation including numerical results.
In addition, we will briefly touch on a completely different interdisciplinary research direction, unrelated to the previous topic, in which mixed-integer optimization is used to accelerate lookup operations in large-scale textual datasets.