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On the solution of convex bilevel optimization problems

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  • S. Dempe
  • S. Franke

Abstract

An algorithm is presented for solving bilevel optimization problems with fully convex lower level problems. Convergence to a local optimal solution is shown under certain weak assumptions. This algorithm uses the optimal value transformation of the problem. Transformation of the bilevel optimization problem using the Fritz-John necessary optimality conditions applied to the lower level problem is shown to exhibit almost the same difficulties for solving the problem as the use of the Karush–Kuhn–Tucker conditions. Copyright Springer Science+Business Media New York 2016

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  • S. Dempe & S. Franke, 2016. "On the solution of convex bilevel optimization problems," Computational Optimization and Applications, Springer, vol. 63(3), pages 685-703, April.
    • Handle: RePEc:spr:coopap:v:63:y:2016:i:3:p:685-703
    DOI: 10.1007/s10589-015-9795-8
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