Final Thesis

Numerical study and improvement of a bilevel optimization algorithm

Key Info

Basic Information

Unit:
Process Systems Engineering
Type:
Masterthesis
Focus/Key Topic:
other
Date:
starting now

Contact

Bilevel programs are mathematical programs that are constrained by the optimal solution of an embedded program. Such programs arise in subjects reaching from game theory to parameter estimation. Special cases of bilevel programs and appropriate algorithms have been investigated thoroughly, however, only recently have algorithms been proposed that solve the general, nonlinear, nonconvex case.

In the proposed thesis, a computational study shall be performed using a particular general algorithm and test sets from literature. Based on the results, improvements to the algorithm shall be proposed, implemented, and validated. Finally, a comparison shall be drawn to published results of different algorithms on the same test sets.

Prerequisites:

  • Successfully passed exam in “Angewandte numerische Optimierung” or a similar lecture in optimization.
  • Basic skills in GAMS are needed but can be acquired while working on the thesis.
  • Basic skills in C++ may be useful but are not required.
  • Interest in applied mathematics.

Supervision may be provided either in English or German. The thesis shall be written in English. For further information, please contact me via e-mail or in my office at Intzestraße 1, room 125.