Simple bilevel programming and extensions
MATHEMATICAL PROGRAMMING(2020)
摘要
In this paper we discuss the simple bilevel programming problem (SBP) and its extension, the simple mathematical programming problem under equilibrium constraints (SMPEC). Here we first define both these problems and study their interrelations. Next we study the various types of necessary and sufficient optimality conditions for the (SMPEC) problems, which occur under various reformulations. The optimality conditions for (SBP) are special cases of the results obtained for (SMPEC) when the lower level objective is the gradient of a convex function. Among the various optimality conditions presented in this article are the sequential optimality conditions, which do not need any constraint qualification. We also present a schematic algorithm for (SMPEC), where the sequential optimality conditions play a key role in the convergence analysis.
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关键词
Convex functions, Bilevel programming, MPEC problems, Semi-infinite programming, Dual gap function, Sequential optimality conditions, Schematic algorithm, Sub-differential, Monotone maps
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