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Optimality criteria for bilevel programming problems using the radial subdifferential

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Optimization with Multivalued Mappings

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 2))

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.

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Fanghänel, D. (2006). Optimality criteria for bilevel programming problems using the radial subdifferential. In: Dempe, S., Kalashnikov, V. (eds) Optimization with Multivalued Mappings. Springer Optimization and Its Applications, vol 2. Springer, Boston, MA . https://doi.org/10.1007/0-387-34221-4_4

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