IE 3057 - BILEVEL OPTIMIZATION

Minimum Credits: 3
Maximum Credits: 3
This is a course on the theory, algorithms and applications of bilevel optimization. Bilevel optimization models are motivated by various real-life settings (e.g., in transportation, energy, defense, network design) that involve independent decision-makers, referred to as the leader and the follower, who interact in a hierarchical manner. Specifically, the leader (the upper-level decision maker), whose perspective is modeled, needs to take into account the decisions of the other (lower-level) decision-maker, i.e., the follower, who solves his/her own optimization problem that, in turn, also depends on the decisions of the leader. In this class we will overview basic modeling concepts of bilevel programming, computational complexity issues, solution algorithms and several notable applications.
Academic Career: Graduate
Course Component: Lecture
Grade Component: Grad Letter Grade

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