The nonlinear bilevel programming problem:formulations,regularity and optimality conditions

DOI10.1080/02331939508844048MaRDI QIDQ4764600zbMATH OpenOpenAlexFDO

Authors

Publication date 7 May 1995

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939508844048

zbMATH Keywords

Mathematical programmingSymposiumWashington, DC (USA)Data perturbations

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)

Cites work

• scientific article; zbMATH DE number 3067835 (Why is no real title available?)
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• Convex Analysis
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• New Branch-and-Bound Rules for Linear Bilevel Programming
• On the structure and properties of a linear multilevel programming problem
• On two-level optimization
• Optimality conditions for the bilevel programming problem
• Optimization and nonsmooth analysis
• The steepest descent direction for the nonlinear bilevel programming problem
• Two-Level Linear Programming

Cited in

(12)

• Abadie-type constraint qualification for mathematical programs with equilibrium constraints
• Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
• Stationarity conditions and their reformulations for mathematical programs with vertical complementarity constraints
• Optimization problems with equilibrium constraints and their numerical solution.
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
• A modified relaxation scheme for mathematical programs with complementarity constraints
• Solving convex quadratic bilevel programming problems using an enumeration sequential quadratic programming algorithm
• Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications
• Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
• A new smoothing scheme for mathematical programs with complementarity constraints
• A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
• Partial exact penalty for mathematical programs with equilibrium constraints

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