Solving bilevel programs with the KKT-approach (Q1949259)

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.