Exact Penalty Functions for Convex Bilevel Programming Problems |
| |
| Authors: | Liu G S Han J Y Zhang J Z |
| |
| Institution: | (1) Department of Mathematics, The University of Namur, Namur, Belgium;(2) D?partement d’Informatique et de Recherche Op?rationnelle, Universit? de Montr?al, Montr?al, QC, Canada;(3) D?partement de Math?matiques et de G?nie Industriel, Ecole Polytechnique de Montr?al, Montr?al, QC, Canada |
| |
| Abstract: | In this paper, we propose a new constraint qualification for convex bilevel programming problems. Under this constraint qualification, a locally and globally exact penalty function of order 1 for a single-level reformulation of convex bilevel programming problems is given without requiring the linear independence condition and the strict complementarity condition to hold in the lower-level problem. Based on these results, locally and globally exact penalty functions for two other single-level reformulations of convex bilevel programming problems can be obtained. Furthermore, sufficient conditions for partial calmness to hold in some single-level reformulations of convex bilevel programming problems can be given. |
| |
| Keywords: | Bilevel programming problems constraint qualifications exact penalty functions reformulations partial calmness |
| 本文献已被 SpringerLink 等数据库收录！ |
|
