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Optimality criteria for bilevel programming problems using the radial subdifferential

In: Optimization with Multivalued Mappings

Author

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  • D. Fanghänel

    (Technical University Bergakademie Freiberg)

Abstract

Summary The discrete bilevel programming problems considered in this paper have discrete parametric lower level problems with linear constraints and a strongly convex objective function. Using both the optimistic and the pessimistic approach this problem is reduced to the minimization of auxiliary nondifferentiable and generally discontinuous functions. To develop necessary and sufficient optimality conditions for the bilevel problem the radial-directional derivative and the radial subdifferential of these auxiliary functions are used.

Suggested Citation

  • D. Fanghänel, 2006. "Optimality criteria for bilevel programming problems using the radial subdifferential," Springer Optimization and Its Applications, in: Stephan Dempe & Vyacheslav Kalashnikov (ed.), Optimization with Multivalued Mappings, pages 73-95, Springer.
    • Handle: RePEc:spr:spochp:978-0-387-34221-4_4
    DOI: 10.1007/0-387-34221-4_4
    as

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