Optimality conditions for pessimistic bilevel problems using convexificator

被引：0
|
作者：
S. Dempe
N. Gadhi
L. Lafhim
机构：
[1] Technical University Bergakademie Freiberg,Department of Mathematics and Computer Science
[2] Sidi Mohamed Ben Abdellah University,LAMA, Department of Mathematics
来源：
Positivity | 2020年 / 24卷
关键词：
Optimization and variational analysis; Pessimistic bilevel programs; Two-level value functions; Sensitivity analysis; Generalized differentiation; Optimality conditions; 90C26; 90C30; 90C31; 90C46;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The purpose of this paper is to study the pessimistic version of bilevel programming problems in finite-dimensional spaces. Problems of this type are intrinsically nonsmooth (even for smooth initial data). By using optimal value function, we transform the initial problem into a generalized minimax optimization problem. Using convexificators, first-order necessary optimality conditions are then established. An example that illustrates our findings is also given.
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页码：1399 / 1417
页数：18
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