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Optimality conditions for a simple convex bilevel programming problem
S. Dempe, N. Dinh,
Published in Springer International Publishing
2010
Volume: 47
   
Pages: 149 - 161
Abstract
The problem to find a best solution within the set of optimal solutions of a convex optimization problem is modeled as a bilevel programming problem. It is shown that regularity conditions like Slater’s constraint qualification are never satisfied for this problem. If the lower-level problem is replaced with its (necessary and sufficient) optimality conditions, it is possible to derive a necessary optimality condition for the resulting problem. An example is used to show that this condition in not sufficient even if the initial problem is a convex one. If the lower-level problem is replaced using its optimal value, it is possible to obtain an optimality condition that is both necessary and sufficient in the convex case. © Springer Science+Business Media, LLC 2010.
About the journal
JournalData powered by TypesetSpringer Optimization and Its Applications
PublisherData powered by TypesetSpringer International Publishing
ISSN19316828