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![Overview Definition of a bilevel problem and its general form](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-1.jpg)
Overview
Definition of a bilevel problem and its general form
Optimality (KKT-type) conditions
Reformulation
of a general bilevel problem
Iterative (descent direction) methods
Numerical results
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![Stackelberg Game (Bilevel problem) Players: the Leader and the Follower](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-2.jpg)
Stackelberg Game (Bilevel problem)
Players: the Leader and the Follower
The Leader is
first to make a decision
Follower reacts optimally to Leader’s decision
The payoff for the Leader depends on the follower’s reaction
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![Example Taxation of a factory Leader – government Objectives: maximize](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-3.jpg)
Example
Taxation of a factory
Leader – government
Objectives: maximize profit and minimize pollution
Follower
– factory owner
Objectives: maximize profit
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![General structure of a Bilevel problem](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-4.jpg)
General structure of a Bilevel problem
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![Important Sets](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-5.jpg)
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![General linear Bilevel problem](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-6.jpg)
General linear Bilevel problem
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![Solution methods Vertex enumeration in the context of Simplex method](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-7.jpg)
Solution methods
Vertex enumeration in the context of Simplex method
Kuhn-Tucker approach
Penalty approach
Extract
gradient information from a lower objective function to compute directional derivatives of an upper objective function
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![Concept of KKT conditions](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-8.jpg)
Concept of KKT conditions
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![Value function reformulation](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-9.jpg)
Value function reformulation
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![KKT for value function reformulation](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-10.jpg)
KKT for value function reformulation
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![Assumptions](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-11.jpg)
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![KKT-type optimality conditions for Bilevel](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-12.jpg)
KKT-type optimality conditions for Bilevel
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![Further Assumptions (for simpler version)](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-13.jpg)
Further Assumptions (for simpler version)
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![Simpler version of KKT-type conditions](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-14.jpg)
Simpler version of KKT-type conditions
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![NCP-Functions](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-15.jpg)
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![Problems with differentiability Fischer-Burmeister is not differentiable at 0](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-16.jpg)
Problems with differentiability
Fischer-Burmeister is not differentiable at 0
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![](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-17.jpg)
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![Simpler version with perturbed Fischer-Burmeister NCP functions](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-18.jpg)
Simpler version with perturbed Fischer-Burmeister NCP functions
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![Iterative methods](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-19.jpg)
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![Newton method](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-20.jpg)
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![Pseudo inverse](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-21.jpg)
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![Gauss-Newton method](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-22.jpg)
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![Singular Value Decomposition (SVD)](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-23.jpg)
Singular Value Decomposition (SVD)
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![SVD for wrong direction](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-24.jpg)
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![SVD for right direction](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-25.jpg)
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![Levenberg-Marquardt method](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-26.jpg)
Levenberg-Marquardt method
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![Numerical results](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-27.jpg)
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![Plans for further work](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-28.jpg)
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![Plans for further work 6. Construct the own code for](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-29.jpg)
Plans for further work
6. Construct the own code for Levenberg-Marquardt method
in the context of solving bilevel problems within defined reformulation.
7. Search for good starting point techniques for our problem. 8. Do the numerical calculations for the harder reformulation defined .
9. Code Newton method with pseudo-inverse.
10. Solve the problem assuming strict complementarity
11. Look at other solution methods.
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![Thank you! Questions?](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-30.jpg)
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![References](/_ipx/f_webp&q_80&fit_contain&s_1440x1080/imagesDir/jpg/25540/slide-31.jpg)