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

DOI10.1080/02331939508844048zbMATH Open0812.00045OpenAlexW2033573391MaRDI QIDQ4764600FDOQ4764600

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

• Convex Analysis
• Optimization and nonsmooth analysis
• New Branch-and-Bound Rules for Linear Bilevel Programming
• Title not available (Why is that?)
• Optimality conditions for the bilevel programming problem
• A solution method for the linear static Stackelberg problem using penalty functions
• On two-level optimization
• Two-Level Linear Programming
• The steepest descent direction for the nonlinear bilevel programming problem
• A sequential LCP method for bilevel linear programming
• Constraint qualifications in maximization problems
• An Algorithm for Solving the General Bilevel Programming Problem
• Directional differentiability of the optimal value function in a nonlinear programming problem
• On the structure and properties of a linear multilevel programming problem
• A note on the optimality conditions for the bilevel programming problem

Cited In (12)

• Abadie-type constraint qualification for mathematical programs with equilibrium constraints
• Stationarity conditions and their reformulations for mathematical programs with vertical complementarity constraints
• Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium 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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