Sensitivity Analysis for Two-Level Value Functions with Applications to Bilevel Programming
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Publication:4915168
DOI10.1137/110845197zbMath1276.90050OpenAlexW2034550534MaRDI QIDQ4915168
Boris S. Mordukhovich, Stephan Dempe, Alain B. Zemkoho
Publication date: 9 April 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/370841/1/110845197
sensitivity analysisoptimality conditionscoderivativebilevel programmingLipschitz-like propertyMPCC value functionstwo-level value function
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Hierarchical games (including Stackelberg games) (91A65) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31)
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