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Optimality conditions for a bilevel optimization problem in terms of KKT multipliers and convexificators
Croatian Operational Research Review ( IF 0.5 ) Pub Date : 2019-12-13 , DOI: 10.17535/crorr.2019.0026
Nazih Abderrazzak Gadhi , , Lahoussine Lafhim ,

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.

中文翻译:

基于KKT乘数和凸化器的双层优化问题的最优条件

在本文中,我们使用乐观方法研究了双层优化问题。在非光滑广义吉格纳约束条件下,由于最优值的重构,给出了用凸化器和Karush-Kuhn-Tucker(KKT)乘数表示的必要最优性条件。
更新日期:2019-12-13
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