Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
From MaRDI portal
Publication:4340798
DOI10.1137/S1052623493257344zbMath0873.49018OpenAlexW2077161157MaRDI QIDQ4340798
Jane J. Ye, Qiji J. Zhu, Dao-Li Zhu
Publication date: 12 June 1997
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623493257344
necessary optimality conditionsnonsmooth analysisvariational inequalitiesuniform parametric error boundsexact penalty formulationsGBLPgeneralized bilevel programming problems
Multi-objective and goal programming (90C29) Hierarchical games (including Stackelberg games) (91A65) Numerical methods involving duality (49M29) Variational inequalities (49J40) Optimality conditions (49K99)
Related Items
Exact penalization for cardinality and rank-constrained optimization problems via partial regularization ⋮ A non-convex non-smooth bi-level parameter learning for impulse and Gaussian noise mixture removing ⋮ Existence of solution and algorithms for a class of bilevel variational inequalities with hierarchical nesting structure ⋮ A new approach to solve convex infinite-dimensional bilevel problems: application to the pollution emission price problem ⋮ On bilevel programs with a convex lower-level problem violating Slater's constraint qualification ⋮ A class of quadratic programs with linear complementarity constraints ⋮ First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints ⋮ Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments ⋮ Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints ⋮ A non-convex denoising model for impulse and Gaussian noise mixture removing using bi-level parameter identification ⋮ Generic Property of the Partial Calmness Condition for Bilevel Programming Problems ⋮ Multipliers and general Lagrangians ⋮ Second-order optimality conditions for mathematical programs with equilibrium constraints ⋮ Directional Necessary Optimality Conditions for Bilevel Programs ⋮ A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods ⋮ An objective penalty method for optimistic bilevel programming problems ⋮ Optimality conditions for nonsmooth multiobjective bilevel optimization problems ⋮ A smoothing SAA method for a stochastic mathematical program with complementarity constraints. ⋮ Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound ⋮ Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method ⋮ Relaxed constant positive linear dependence constraint qualification for disjunctive systems ⋮ Characterizing FJ and KKT Conditions in Nonconvex Mathematical Programming with Applications ⋮ Approximate Karush-Kuhn-Tucker condition for multi-objective optimistic bilevel programming problems ⋮ Single-level reformulations of a specific non-smooth bilevel programming problem and their applications ⋮ On approximate stationary points of the regularized mathematical program with complementarity constraints ⋮ Stability analysis of one stage stochastic mathematical programs with complementarity constraints ⋮ New constraint qualifications for mathematical programs with second-order cone complementarity constraints ⋮ The generalized Mangasarian-Fromowitz constraint qualification and optimality conditions for bilevel programs ⋮ Variational Methods for Emerging Real–Life and Environmental Conservation Problems ⋮ An objective penalty function of bilevel programming ⋮ Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints ⋮ The bilevel programming problem: reformulations, constraint qualifications and optimality conditions ⋮ Notes on some constraint qualifications for mathematical programs with equilibrium constraints ⋮ Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints ⋮ First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints ⋮ On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem ⋮ The exact penalty principle ⋮ Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation ⋮ Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints ⋮ Is bilevel programming a special case of a mathematical program with complementarity constraints? ⋮ A quadratic objective penalty function for bilevel programming ⋮ Several Classes of Stationary Points for Rank Regularized Minimization Problems ⋮ A \(\mathcal{UV}\)-decomposed method for solving an MPEC problem ⋮ Solving mathematical programs with equilibrium constraints ⋮ On calmness conditions in convex bilevel programming ⋮ Model and extended Kuhn-Tucker approach for bilevel multi-follower decision making in a referential-uncooperative situation ⋮ A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization ⋮ Global efficiency for multiobjective bilevel programming problems under generalized invexity ⋮ Multilevel (Hierarchical) Optimization: Complexity Issues, Optimality Conditions, Algorithms ⋮ Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints ⋮ Exact penalty method for the nonlinear bilevel programming problem ⋮ Exact formulas for the proximal/regular/limiting normal cone of the second-order cone complementarity set ⋮ An Objective Penalty Function Algorithm for Bilevel Programming Based on Multi-Parameters ⋮ Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints ⋮ A bi-level programming approach for global investment strategies with financial intermediation ⋮ Equivalent Lipschitz surrogates for zero-norm and rank optimization problems ⋮ Some properties of regularization and penalization schemes for MPECs ⋮ Road network pricing and design for ordinary and hazmat vehicles: integrated model and specialized local search ⋮ Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints ⋮ Stationarity conditions and their reformulations for mathematical programs with vertical complementarity constraints ⋮ Implicit solution function of P\(_{0}\) and Z matrix linear complementarity constraints ⋮ Optimization problems with equilibrium constraints and their numerical solution. ⋮ On the existence of solutions to stochastic mathematical programs with equilibrium constraints ⋮ A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints ⋮ Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints ⋮ A penalty function method based on bilevel programming for solving inverse optimal value problems ⋮ Wolfe-type duality for mathematical programs with equilibrium constraints ⋮ Theoretical and numerical comparison of the Karush-Kuhn-Tucker and value function reformulations in bilevel optimization ⋮ Exact penalty functions for convex bilevel programming problems. ⋮ Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints ⋮ Two approaches for solving mathematical programs with second-order cone complementarity constraints ⋮ Partial exact penalty for mathematical programs with equilibrium constraints ⋮ First order necessary optimality conditions for mathematical programs with second-order cone complementarity constraints ⋮ New uniform parametric error bounds ⋮ Optimal control problems with control complementarity constraints: existence results, optimality conditions, and a penalty method ⋮ Optimality conditions for vector optimization problems ⋮ Stability for semivectorial bilevel programs ⋮ Mathematical Programs with Equilibrium Constraints: A Brief Survey of Methods and Optimality Conditions ⋮ Quasiconvex programming with locally starshaped constraint region and applications to quasiconvex MPEC ⋮ A Short State of the Art on Multi-Leader-Follower Games ⋮ Regularization and Approximation Methods in Stackelberg Games and Bilevel Optimization ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography ⋮ Unnamed Item ⋮ STABILITY ANALYSIS OF PARAMETRIC GENERALIZED EQUATIONS AND APPLICATIONS ⋮ Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints ⋮ Bilevel optimization for calibrating point spread functions in blind deconvolution