The generalized Mangasarian-Fromowitz constraint qualification and optimality conditions for bilevel programs

DOI10.1007/S10957-010-9744-8MaRDI QIDQ630017zbMATH OpenOpenAlexFDO

Publication date 10 March 2011

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://eprints.soton.ac.uk/370844/1/DZ-GMCQ-2011.pdf

basic generalized differentiation bilevel programming constraint qualification optimal value function optimality conditions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Review text

The authors introduce a bilevel programming problem in terms of an upper level problem \[ \min F(x, y) \quad\text{ s. t. } (x, y)\in X \times \mathbb R^m,\;y \in\Psi(x)\tag{ULP} \] where \(X\) is a closed subset of \(\mathbb R^n\) and \(\Psi(x)\) is the solution set of the lower level problem defined as: \[ \min f(x, y)\quad\text{ s. t. }y \in K(x). \] The functions \(F, f : \mathbb R^n \times \mathbb R^m \to\mathbb R\) are continuous, \(X = \{ x \mid G(x) \leq 0, H(x) = 0\}\), \(K(x) = \{ y\mid g(x, y) \leq 0, h(x, y) = 0\}\), where the functions \(G : \mathbb R^n \to \mathbb R^k\), \(H : \mathbb R^n \to \mathbb R^l\), \(g : \mathbb R^n\times \mathbb R^m \to \mathbb R^p\), \(h : \mathbb R^n \times \mathbb R^m \to \mathbb R^q\) are all continuous. Assuming feasibility of (ULP) the optimal value reformulation is \[ \min F(x, y)\quad \text{ s. t. } x \in X, \;y\in K(x),\;f(x, y) \leq \phi(x)\tag{OV} \] where \(\phi(x)\) is defined as: \(\phi(x) = \min \{ f(x, y) \mid y \in K(x)\}\). The authors contend that the problems (ULP) and (OV) are locally and globally equivalent. It is shown that the Mangasarian-Fromowitz constraint qualification in terms of basic generalized differentiation constructions of Mordukhovich fails and a weakened form of the same is used to derive Karush-Kuhn-Tucker optimality conditions for (ULP). They also suggest new sufficient conditions for the partial calmness based on a more general notion of the weak sharp minimum.

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