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Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution feasibility from limited deviations from the optimal solution at the lower level. General properties and necessary conditions for the existence of solutions are derived for near-optimal robust versions of general bilevel optimization problems. A duality-based solution method is defined when the lower level is convex, leveraging the methodology from the robust and bilevel literature. Numerical results assess the efficiency of exact and heuristic methods and the impact of valid inequalities on the solution time.

Sem PDF conforme despacho. Fundacao para a Ciencia e a Tecnologia - PEstOE/MAT/UI0297/2014. Facility layout problems are an important class of operations research problems that has been studied for several decades. Most variants of facility layout are NP-hard, therefore global optimal solutions are difficult or impossible to compute in reasonable time. Mathematical optimization approaches that guarantee global optimality of solutions or tight bounds on the global optimal value have nevertheless been successfully applied to several variants of facility layout. This review covers three classes of layout problems, namely row layout, unequal-areas layout, and multifloor layout. We summarize the main contributions to the area made using mathematical optimization, mostly mixed integer linear optimization and conic optimization. For each class of problems, we also briefly discuss directions that remain open for future research. published