Solving bilevel programs with the KKT-approach (Q1949259): Difference between revisions
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English | Solving bilevel programs with the KKT-approach |
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Solving bilevel programs with the KKT-approach (English)
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6 May 2013
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Bilevel problems (BL) are a class of mathematical programs. The authors analyze the so-called Karush-Kuhn-Tucker (KKT)-approach for solving BL, where the lower level minimality condition is replaced by the KKT- or the Fritz-John-condition. For that purpose, the generic structure of the mathematical programs with complementarity constraints (MPCC) is studied. A main result of the paper is that at a local solution of BL, where the KKT approach leads to a singular system, generically, the minimizer can be computed by a (non-singular) reduced system. A numerical approach for solving BL is given, too.
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bilevel problems
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KKT-condition
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FJ-condition
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mathematical programs with complementarity constraints
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genericity
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critical points
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