Mengwei Xu, Associate Professor, Hebei University of Technology

Liang Chen, Engineer

Bilevel Optimization: Reformulations and Algorithms

10:00-11:00 June 27(Thursday), Z311

Bilevel programming problems belong to a category of mathematical optimization problems characterized by their hierarchical structure. These problems exhibit a unique interdependence, where the feasible regions of the upper level problems depend on the solution sets of the lower level problems. This talk introduce single-level reformulations and solution methods for bilevel programs.  Especially, we propose a logarithmic-barrier method to approximate the original program by a sequence of bilevel problems with unconstrained   lower level programs.  Then a new SQP method is introduced to solve the resulting single level problem by replacing the approximated lower level problem by its Fritz John conditions.

报告人简介：Mengwei Xu is an Associate Professor and Master's supervisor at Hebei University of Technology. She received her Ph.D. from Dalian University of Technology in 2015, during which she visited the University of Victoria. From April 2015 to May 2020, she worked at Tianjin University and joined Hebei University of Technology in June 2020. She has led projects funded by the National Natural Science Foundation of China's Youth Fund and the Outstanding Youth Fund of Hebei Province. Her research primarily focuses on the theory and algorithms of bilevel programming problems and the statistical inference of stochastic second-order cone two-stage problems. Since 2014, she has published several articles in journals such as Mathematical Programming, SIAM Journal on Optimization, Computational Optimization and Applications, and Journal of Global Optimization.