Abstract
The task to find a best point within the set of optimal solutions of a convex optimization problem is called simple bilevel optimization problem. In general, a necessary optimality condition for a convex simple bilevel problem does not need to be sufficient. An adapted necessary and sufficient optimality condition is derived using tools from cone-convex optimization and a gradient type descent method is suggested which combines the use of a convex combination of both objective functions and projection onto the feasible set. In the second section, a similar algorithm is used to find a best point within the solutions of a variational inequality.
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© 2015 Springer-Verlag Berlin Heidelberg
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Dempe, S., Kalashnikov, V., Pérez-Valdés, G.A., Kalashnykova, N. (2015). Convex Bilevel Programs. In: Bilevel Programming Problems. Energy Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-45827-3_4
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DOI: https://doi.org/10.1007/978-3-662-45827-3_4
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-662-45826-6
Online ISBN: 978-3-662-45827-3
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