Antoniou, Margarita; Sinha, Ankur; Papa, Gregor - In: Operations research perspectives 13 (2024), pp. 1-19
In this paper, we analyze a perturbed formulation of bilevel optimization problems, which we refer to as δ … approximation. We apply this scheme to a class of algorithms that attempts to solve optimistic and pessimistic variants of bilevel … optimization problems by repeatedly solving the lower level optimization problem. …