首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Necessary optimality conditions for a special class of bilevel programming problems with unique lower level solution
Authors:Patrick Mehlitz
Institution:1. Faculty of Mathematics and Computer Science, Technische Universit?t Bergakademie Freiberg, Freiberg, Germany.mehlitz@math.tu-freiberg.de
Abstract:We consider a bilevel programming problem in Banach spaces whose lower level solution is unique for any choice of the upper level variable. A condition is presented which ensures that the lower level solution mapping is directionally differentiable, and a formula is constructed which can be used to compute this directional derivative. Afterwards, we apply these results in order to obtain first-order necessary optimality conditions for the bilevel programming problem. It is shown that these optimality conditions imply that a certain mathematical program with complementarity constraints in Banach spaces has the optimal solution zero. We state the weak and strong stationarity conditions of this problem as well as corresponding constraint qualifications in order to derive applicable necessary optimality conditions for the original bilevel programming problem. Finally, we use the theory to state new necessary optimality conditions for certain classes of semidefinite bilevel programming problems and present an example in terms of bilevel optimal control.
Keywords:Bilevel programming  mathematical program with complementarity constraints  programming in Banach spaces  semidefinite programming
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号