Sufficient Optimality Conditions in Bilevel Programming

被引:7
作者
Mehlitz, Patrick [1 ]
Zemkoho, Alain B. [2 ]
机构
[1] Brandenburg Tech Univ Cottbus Senftenberg, Inst Math, D-03046 Cottbus, Germany
[2] Univ Southampton, Sch Math, Southampton SO17 1BJ, Hants, England
关键词
bilevel optimization; first-order sufficient optimality conditions; second-order directional derivatives; second-order sufficient optimality conditions; MATHEMATICAL PROGRAMS; SENSITIVITY-ANALYSIS; 2ND-ORDER CONDITIONS; NONLINEAR PROGRAMS; CONSTRAINT; OPTIMIZATION; DERIVATIVES; UNIQUENESS; CALMNESS;
D O I
10.1287/moor.2021.1122
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
This paper is concerned with the derivation of first- and second-order sufficient optimality conditions for optimistic bilevel optimization problems involving smooth functions. First-order sufficient optimality conditions are obtained by estimating the tangent cone to the feasible set of the bilevel program in terms of initial problem data. This is done by exploiting several different reformulations of the hierarchical model as a singlelevel problem. To obtain second-order sufficient optimality conditions, we exploit the socalled value function reformulation of the bilevel optimization problem, which is then tackled with the aid of second-order directional derivatives. The resulting conditions can be stated in terms of initial problem data in several interesting situations comprising the settings where the lower level is linear or possesses strongly stable solutions.
引用
收藏
页码:1573 / 1598
页数:27
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