Optimality conditions for a bilevel optimization problem in terms of KKT multipliers and convexificators

被引：3

作者：

Abderrazzak Gadhi, Nazih ^{[1
]}

Lafhim, Lahoussine ^{[1
]}

机构：

[1] Sidi Mohamed Ben Abdellah Univ, Dept Math, Dhar El Mahraz, Fes, Morocco

来源：

CROATIAN OPERATIONAL RESEARCH REVIEW | 2019年 / 10卷 / 02期

关键词：

bilevel optimization; constraint qualification; optimality conditions; PROGRAMMING PROBLEM; MARGINAL FUNCTIONS;

D O I：

10.17535/crorr.2019.0026

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper we investigate a bilevel optimization problem by using the optimistic approach. Under a non smooth generalized Guignard constraint qualification, due the optimal value reformulation, the necessary optimality conditions in terms of convexificators and Karush-Kuhn-Tucker (KKT) multipliers are given.

引用

页码：329 / 335

页数：7

共 19 条

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