The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
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Publication:1949263
DOI10.1007/S10107-011-0508-5zbMATH Open1272.90086OpenAlexW2102686659MaRDI QIDQ1949263FDOQ1949263
Authors: Stephan Dempe, Alain B. Zemkoho 
Publication date: 6 May 2013
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-011-0508-5
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Cited In (75)
- A single-level reformulation of mixed integer bilevel programming problems
- Variational analysis of marginal functions with applications to bilevel programming
- Solving linear multiplicative programs via branch-and-bound: a computational experience
- Constraint Qualifications and KKT Conditions for Bilevel Programming Problems
- The generalized Mangasarian-Fromowitz constraint qualification and optimality conditions for bilevel programs
- Single-level reformulations of a specific non-smooth bilevel programming problem and their applications
- R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
- A value-function-based exact approach for the bilevel mixed-integer programming problem
- Necessary optimality condition for trilevel optimization problem
- Exact penalty functions for convex bilevel programming problems.
- Existence of solution and algorithms for a class of bilevel variational inequalities with hierarchical nesting structure
- Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
- The natural gas cash-out problem: a bilevel optimal control approach
- Title not available (Why is that?)
- Some properties of the bilevel programming problem
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- Bilevel programming problems with simple convex lower level
- The standard pessimistic bilevel problem
- Bilevel road pricing: theoretical analysis and optimality conditions
- Subgradient projection methods extended to monotone bilevel equilibrium problems in Hilbert spaces
- Numerically tractable optimistic bilevel problems
- New optimality conditions for the semivectorial bilevel optimization problem
- Gauss-Newton-type methods for bilevel optimization
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- A bridge between bilevel programs and Nash games
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- Decision rule bounds for two-stage stochastic bilevel programs
- Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization
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- Proximal subgradient algorithm for a class of nonconvex bilevel equilibrium problems
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- Linearly convergent bilevel optimization with single-step inner methods
- Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming
- Applying tangential subdifferentials in bilevel optimization
- Notes on the value function approach to multiobjective bilevel optimization
- Location of urban micro‐consolidation centers to reduce the social cost of last‐mile deliveries of cargo: A heuristic approach
- Generic property of the partial calmness condition for bilevel programming problems
- Optimality conditions for mixed discrete bilevel optimization problems
- Focus programming: a bi‐level programming approach to static stochastic optimization problems
- Approximate Karush-Kuhn-Tucker condition for multi-objective optimistic bilevel programming problems
- Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments
- Notes on lower-level duality approach for bilevel programs
- Stackelberg risk preference design
- First-order penalty methods for bilevel optimization
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