Technical Note - There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization

Thomas Kleinert, Martine Labbé, Fränk Plein, Martin Schmidt 0003. Technical Note - There's No Free Lunch: On the Hardness of Choosing a Correct Big-M in Bilevel Optimization. Operations Research, 68(6):1716-1721, 2020. [doi]

Abstract

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