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Henri Lefebvre

@hlefebvr.bsky.social

Reposted by Henri Lefebvre

Martin Schmidt @schmaidt.bsky.social · 13/11/2025

The game-theory weeks go on 😀 Today: How to solve a GNEP by solving a NEP? Here is the answer in our new paper "A One-Extra Player Reduction of GNEPs to NEPs" (jointly with David Salas from Chile and @hlefebvr.bsky.social from @unitrier.bsky.social): tinyurl.com/3mytcvwn #GameTheory #Mathematics

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Reposted by Henri Lefebvre

Martin Schmidt @schmaidt.bsky.social · 03/12/2025

It took quite some time, but our paper "Column Generation in Column-and-Constraint Generation for Adjustable Robust Optimization with Interdiction-Type Linking Constraints" (jointly with @hlefebvr.bsky.social & J. Thürauf) has now been accepted for publication in MPC: tinyurl.com/37mjskha

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Reposted by Henri Lefebvre

Martin Schmidt @schmaidt.bsky.social · 03/03/2025

The burial of coupling constraints in bilevel optimization! You don't need them. Here are all the details: "On Coupling Constraints in Pessimistic Linear Bilevel Optimization" (joint work with Dorothee Henke, @hlefebvr.bsky.social, and Johannes Thürauf). optimization-online.org?p=29476

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Reposted by Henri Lefebvre

Martin Schmidt @schmaidt.bsky.social · 19/02/2025

Can #bilevel #optimization help to solve challenging #robust optimization problems? Maybe … here’s our first numerical study on this topic: "Solving Decision-Dependent Robust Problems as Bilevel Optimization Problems" Jointly with H. Lefebvre, S. Stevens, and J. Thürauf. tinyurl.com/3nxmjt74

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