On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
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Publication:2089868
DOI10.1007/s10898-022-01161-zzbMath1505.90140OpenAlexW4280556842MaRDI QIDQ2089868
Martin Schmidt, Thomas Kleinert, Holger Heitsch, René Henrion
Publication date: 24 October 2022
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-022-01161-z
Applications of mathematical programming (90C90) Optimality conditions and duality in mathematical programming (90C46) Stochastic network models in operations research (90B15)
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