Constraint qualifications and KKT conditions for bilevel programming problems

被引:46
|
作者
Ye, Jane J. [1 ]
机构
[1] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 3P4, Canada
关键词
necessary optimality conditions; constraint qualifications; nonsmooth analysis; value function; bilevel programming problems;
D O I
10.1287/moor.1060.0219
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 consider the bilevel programming problem (BLPP), which is a sequence of two optimization problems where the constraint region of the upper-level problem is determined implicitly by the solution set to the lower-level problem. We extend well-known constraint qualifications for nonlinear programming problems such as the Abadie constraint qualification, the Kuhn-Tucker constraint qualification, the Zangwill constraint qualification, the Arrow-Hurwicz-Uzawa constraint qualification, and the weak reverse convex constraint qualification to BLPPs and derive a Karash-Kuhn-Tucker (KKT)-type necessary optimality condition under these constraint qualifications without assuming the lower-level problem satisfying the Mangasarian Fromovitz constraint qualification. Relationships among various constraint qualifications are also given.
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页码:811 / 824
页数:14
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