Necessary optimality conditions for optimization problems with variational inequality constraints

被引：137

作者：

Ye, JJ ^{[1
]}

Ye, XY ^{[1
]}

机构：

[1] SUNY ALBANY,SCH PUBL HLTH,DEPT BIOMETRY & STAT,ALBANY,NY 12222

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1997年 / 22卷 / 04期

关键词：

optimization problems; variational inequality constraints; necessary optimality conditions; derivatives of set-valued maps; nonsmooth analysis;

D O I：

10.1287/moor.22.4.977

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 study optimization problems with variational inequality constraints in mine finite dimensional spaces. Kuhn-Tucker type necessary optimality conditions involving coderivatives are given under certain constraint qualifications including one that ensures nonexistence of nontrivial abnormal multipliers. The result is applied to bilevel programming problems to obtain Kuhn-Tucker type necessary optimality conditions. The Kuhn-Tucker type necessary optimality conditions are shown to be satisfied without any constraint qualification by the class of bilevel programming problems where the lower level is a parametric linear quadratic problem.

引用

页码：977 / 997

页数：21

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