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Everything about Bilevel optimization

Quadratic fractional programming problem

Bilevel optimization is a special kind of optimization where one problem is embedded (nested) within another. The outer optimization task is commonly referred to as the upper-level optimization task, and the inner optimization task is commonly referred to as the lower-level optimization task. These problems involve two kinds of variables, referred to as the upper-level variables and the lower-level variables. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Bilevel optimizationA 5-minute orientation
  2. Skim a recent paper: Metaheuristics for bilevel optimization: A comprehensive reviewInfluential work since 2022
  3. Pick up a classic book: Bi-level strategies in semi-infinite programmingThe most-reprinted book on the subject
  4. Read the landmark paper: An overview of bilevel optimizationCited 1,211 times
  5. Go sideways: Duality (optimization)A closely related topic
  6. Go sideways: Convex optimizationA closely related topic

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