Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/23073
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dc.contributor.authorLu, Zhichao-
dc.contributor.authorDeb, Kalyanmoy-
dc.contributor.authorSinha, Ankur-
dc.date.accessioned2020-06-05T07:02:18Z-
dc.date.available2020-06-05T07:02:18Z-
dc.date.issued2018-
dc.identifier.citationLu, Z., Deb, K., & Sinha, A. (2018). Uncertainty Handling in Bilevel Optimization for Robust and Reliable Solutions. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 26(2), 1-24. doi:10.1142/ S0218488518400093en_US
dc.identifier.issn1793-6411-
dc.identifier.urihttp://hdl.handle.net/11718/23073-
dc.description.abstractUncertainties in variables and parameters cause optimization problems to move away from globally-optimal and uncertain solutions. Practitioners resort to finding robust and reliable solutions in such situations. Bilevel optimization problems involving a hierarchy of two nested optimization problems have received a growing attention in the recent past due to their relevance in practice. While a number of studies on bilevel solution methodologies and applications are available for a deterministic setup, but studies on uncertainties in bilevel optimization are rare. In this paper, we suggest methodologies for handling uncertainty in both lower and upper level variables that may occur from different practicalities. For the first time, we perform a systematic study demonstrating the effect of uncertainties in each level along with the definition of robustness and reliability in the context of bilevel optimization. The issues and complexities introduced due to such uncertainties are then studied through a number of test cases, for brevity, we only show results on three test cases. Finally, two real-world bilevel problems involving uncertainties in their variables are solved. The study provides foundations and demon- strates viable directions for further research in uncertainty-based bilevel optimization problems.en_US
dc.language.isoenen_US
dc.publisherWorld Scientificen_US
dc.subjectBilevel optimizationen_US
dc.subjectUncertainty handlingen_US
dc.subjectRobust solutionen_US
dc.subjectReliable solutionen_US
dc.subjectEvolutionary optimizationen_US
dc.titleUncertainty handling in bilevel optimization for robust and reliable solutionsen_US
dc.typeBooken_US
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