Optimality conditions for bilevel programming problems

被引:24
|
作者
Dempe, S. [1 ]
Dutta, J.
Lohse, S.
机构
[1] Tech Univ Freiberg, Bergakad Freiberg, Dept Math & Comp Sci, Freiberg, Germany
[2] Indian Inst Technol, Dept Math, Kanpur 208016, Uttar Pradesh, India
关键词
bilevel programming; necessary and sufficient optimality conditions;
D O I
10.1080/02331930600816189
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
Focus in the article is on necessary optimality conditions for bilevel programming problems. We first identify approaches that seem to be promising. Then, two such approaches are investigated. Using the nonexistence of a descent direction for the objective function within the tangent cone to the feasible set as necessary optimality condition we need efficient ways to describe this tangent cone. We describe possibilities for this in three different special cases. We conclude this article with the second approach applying Mordukhovich's coderivative to an appropriately reformulated bilevel programming problem.
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页码:505 / 524
页数:20
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