New Optimality Conditions for the Semivectorial Bilevel Optimization Problem
نویسندگان
چکیده
The paper is concerned with the optimistic formulation of a bilevel optimization problem with multiobjective lower-level problem. Considering the scalarization approach for the multiobjective program, we transform our problem into a scalar-objective optimization problem with inequality constraints by means of the well-known optimal value reformulation. Completely detailed first-order necessary optimality conditions are then derived in the smooth and nonsmooth settings while using the generalized differentiation calculus of Mordukhovich. Our approach is different from the one previously used in the literature and the conditions obtained are new and furthermore, they reduce to those of a usual bilevel program if the lower-level objective function becomes single-valued.
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The paper is concerned with the optimistic formulation of a bilevel optimization problem with multiobjective lower-level problem. Considering the scalarization approach for the multiobjective program, we transform our problem into a scalar-objective optimization problem with inequality constraints by means of the well-known optimal value reformulation. Completely detailed first-order necessary ...
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عنوان ژورنال:
- J. Optimization Theory and Applications
دوره 157 شماره
صفحات -
تاریخ انتشار 2013