Combined Reformulation of Bilevel Programming Problems
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RIS BIB ENDNOTECombined Reformulation of Bilevel Programming Problems
Publication date: 20.12.2012
Schedae Informaticae, 2012, Volume 21, pp. 65 - 79
https://doi.org/10.4467/20838476SI.12.005.0815Authors
Combined Reformulation of Bilevel Programming Problems
In J. J. Ye and D. L. Zhu proposed a new reformulation of a bilevel programming problem which compounds the value function and KKT approaches. In partial calmness condition was also adapted to this new reformulation and optimality conditions using partial calmness were introduced. In this paper we investigate above all local equivalence of the combined reformulation and the initial problem and how constraint qualifications and optimality conditions could be defined for this reformulation without using partial calmness.
Since the optimal value function is in general nondifferentiable and KKT constraints have MPEC-structure, the combined reformulation is a nonsmooth MPEC. This special structure allows us to adapt some constraint qualifications and necessary optimality conditions from MPEC theory using disjunctive form of the combined reformulation. An example shows, that some of the proposed constraint qualifications can be fulfilled.
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Information: Schedae Informaticae, 2012, Volume 21, pp. 65 - 79
Article type: Original article
Titles:
Combined Reformulation of Bilevel Programming Problems
Combined Reformulation of Bilevel Programming Problems
TU Bergakademie Freiberg, Germany
Published at: 20.12.2012
Article status: Open
Licence: None
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