A regularization method for ill-posed bilevel optimization problems

DOI10.1051/RO:2006009MaRDI QIDQ3430944zbMATH OpenOpenAlexFDO

Authors M. Bergounioux, Mounir Haddou

Publication date 5 April 2007

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0603741, http://www.numdam.org/item?id=RO_2006__40_1_19_0, https://eudml.org/doc/105336

zbMATH Keywords

ill-posed bilevel problemsregularization method

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Abstract: We present a regularization method to approach a solution of the pessimistic formulation of ill -posed bilevel problems . This allows to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and responses. We prove existence of approximated solutions, give convergence result using Hoffman-like assumptions. We end with objective value error estimates.

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Cited in

(9)

• Further on inner regularizations in bilevel optimization
• Inner regularizations and viscosity solutions for pessimistic bilevel optimization problems
• Solving ill-posed bilevel programs
• scientific article; zbMATH DE number 140449 (Why is no real title available?)
• Bilevel Optimization as a Regularization Approach to Pseudomonotone Equilibrium Problems
• Bilevel optimization: theory, algorithms, applications and a bibliography
• A Practical Scheme to Compute the Pessimistic Bilevel Optimization Problem
• Viscosity solutions for bilevel problems with Nash equilibrium constraints
• The standard pessimistic bilevel problem

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