Bilevel programming problems with simple convex lower level

被引:2
|
作者
Mehlitz, Patrick [1 ]
机构
[1] Tech Univ Bergakad Freiberg, Fac Math & Comp Sci, D-09596 Freiberg, Germany
关键词
Bilevel programming; optimization in Banach spaces; nonsmooth optimization; DC-programming; optimal control; OPTIMALITY CONDITIONS; MARGINAL FUNCTIONS;
D O I
10.1080/02331934.2015.1122006
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 article is dedicated to the study of bilevel optimal control problems equipped with a fully convex lower level of special structure. In order to construct necessary optimality conditions, we consider a general bilevel programming problem in Banach spaces possessing operator constraints, which is a generalization of the original bilevel optimal control problem. We derive necessary optimality conditions for the latter problem using the lower level optimal value function, ideas from DC-programming and partial penalization. Afterwards, we apply our results to the original optimal control problem to obtain necessary optimality conditions of Pontryagin-type. Along the way, we derive a handy formula, which might be used to compute the subdifferential of the optimal value function which corresponds to the lower level parametric optimal control problem.
引用
收藏
页码:1203 / 1227
页数:25
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