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The purpose of this paper is to study the pessimistic version of bilevel programming problems in finite-dimensional spaces. Problems of this type are intrinsically nonsmooth (even for smooth initial data).… Click to show full abstract
The purpose of this paper is to study the pessimistic version of bilevel programming problems in finite-dimensional spaces. Problems of this type are intrinsically nonsmooth (even for smooth initial data). By using optimal value function, we transform the initial problem into a generalized minimax optimization problem. Using convexificators, first-order necessary optimality conditions are then established. An example that illustrates our findings is also given.
Keywords:
optimality conditions;
bilevel;
pessimistic bilevel;
bilevel problems;
conditions pessimistic
Journal Title: Positivity
Year Published: 2020
Link to full text (if available)
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Journal Title: Positivity
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!