Optimality conditions for a bilevel optimization problem in terms of KKT multipliers and convexificators

被引：2
|
作者：
Abderrazzak Gadhi, Nazih [1 ]
Lafhim, Lahoussine [1 ]
机构：
[1] Sidi Mohamed Ben Abdellah Univ, Dept Math, Dhar El Mahraz, Fes, Morocco
来源：
CROATIAN OPERATIONAL RESEARCH REVIEW | 2019年 / 10卷 / 02期
关键词：
bilevel optimization; constraint qualification; optimality conditions; PROGRAMMING PROBLEM; MARGINAL FUNCTIONS;
D O I：
10.17535/crorr.2019.0026
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper we investigate a bilevel optimization problem by using the optimistic approach. Under a non smooth generalized Guignard constraint qualification, due the optimal value reformulation, the necessary optimality conditions in terms of convexificators and Karush-Kuhn-Tucker (KKT) multipliers are given.
引用
收藏
页码：329 / 335
页数：7
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