New Optimality Conditions for the Semivectorial Bilevel Optimization Problem

被引：61
|
作者：
Dempe, S. [1 ]
Gadhi, N. [2 ]
Zemkoho, A. B. [1 ]
机构：
[1] Tech Univ Bergakad Freiberg, Dept Math & Comp Sci, D-09596 Freiberg, Germany
[2] Sidi Mohamed Ben Abdellah Univ, Dept Math, Fes, Morocco
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2013年 / 157卷 / 01期
关键词：
Semivectorial bilevel optimization; Multiobjective optimization; Weakly efficient solution; Optimal value function; Optimality conditions; MARGINAL FUNCTIONS;
D O I：
10.1007/s10957-012-0161-z
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：
The paper is concerned with the optimistic formulation of a bilevel optimization problem with multiobjective lower-level problem. Considering the scalarization approach for the multiobjective program, we transform our problem into a scalar-objective optimization problem with inequality constraints by means of the well-known optimal value reformulation. Completely detailed first-order necessary optimality conditions are then derived in the smooth and nonsmooth settings while using the generalized differentiation calculus of Mordukhovich. Our approach is different from the one previously used in the literature and the conditions obtained are new. Furthermore, they reduce to those of a usual bilevel program, if the lower-level objective function becomes single-valued.
引用
收藏
页码：54 / 74
页数：21
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