Constraint Qualifications and KKT Conditions for Bilevel Programming Problems

نویسنده

  • Jane J. Ye
چکیده

In this paper we consider the bilevel programming problem (BLPP), which is a sequence of two optimization problems where the constraint region of the upper-level problem is determined implicitly by the solution set to the lower-level problem. We extend well-known constraint qualifications for nonlinear programming problems such as the Abadie constraint qualification, the Kuhn-Tucker constraint qualification, the Zangwill constraint qualification, the Arrow-Hurwicz-Uzawa constraint qualification, and the weak reverse convex constraint qualification to BLPPs and derive a Karash-Kuhn-Tucker (KKT)-type necessary optimality condition under these constraint qualifications without assuming the lower-level problem satisfying the Mangasarian Fromovitz constraint qualification. Relationships among various constraint qualifications are also given.

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عنوان ژورنال:
  • Math. Oper. Res.

دوره 31  شماره 

صفحات  -

تاریخ انتشار 2006