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On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem
Authors:S Dempe  AB Zemkoho
Institution:
  • Institute of Numerical Mathematics and Optimization, Technical University Bergakademie Freiberg, 09596 Freiberg, Germany
  • Abstract:This paper is mainly concerned with the classical KKT reformulation and the primal KKT reformulation (also known as an optimization problem with generalized equation constraint (OPEC)) of the optimistic bilevel optimization problem. A generalization of the MFCQ to an optimization problem with operator constraint is applied to each of these reformulations, hence leading to new constraint qualifications (CQs) for the bilevel optimization problem. M- and S-type stationarity conditions tailored for the problem are derived as well. Considering the close link between the aforementioned reformulations, similarities and relationships between the corresponding CQs and optimality conditions are highlighted. In this paper, a concept of partial calmness known for the optimal value reformulation is also introduced for the primal KKT reformulation and used to recover the M-stationarity conditions.
    Keywords:Bilevel optimization problem  KKT reformulation  Set-valued mapping  Basic CQ  Optimality conditions
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