Abstract
We introduce a new, and elementary, approximation method for bilevel optimization problems motivated by Stackelberg leader-follower games. Our technique is based on the notion of two-scale Gibbs measures. The first scale corresponds to the cost function of the follower and the second scale to that of the leader. We explain how to choose the weights corresponding to these two scales under very general assumptions and establish rigorous Γ-convergence results. An advantage of our method is that it is applicable both to optimistic and to pessimistic bilevel problems.
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Carlier, G., Mallozzi, L. Softening Bilevel Problems Via Two-scale Gibbs Measures. Set-Valued Var. Anal 30, 573–595 (2022). https://doi.org/10.1007/s11228-021-00605-0
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DOI: https://doi.org/10.1007/s11228-021-00605-0