Necessary optimality conditions for a semivectorial bilevel optimization problem via a revisited Charnes-Cooper scalarization

被引：1

作者：

Youness, El-Yahyaoui ^{[1
]}

Lahoussine, Lafhim ^{[1
]}

机构：

[1] Sidi Mohamed Ben Abdellah Univ, Dept Math, Lab LASMA, Fes, Morocco

来源：

OPTIMIZATION | 2023年

关键词：

Bilevel problem; Charnes-Cooper technique; optimal value function; optimality conditions;

D O I：

10.1080/02331934.2023.2249916

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we investigate a multiobjective bilevel optimization problem with a vector-valued lower-level objective function. We revisit the Charnes-Cooper scalarization technique for multi-objective programs and use optimal value reformulation to transform the scalar problem into a one-level optimization problem. Using Mordukhovich's generalized differentiation calculus, a new subdifferential estimate and Lipschitz condition for the optimal value function of this problem are developed as a result of this reformulation. In addition, we construct first-order necessary optimality conditions in the smooth setting.

引用

页数：24

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