Abstract
In this paper we are interested in a strong bilevel programming problem (S). For such a problem, we establish necessary and sufficient global optimality conditions. Our investigation is based on the use of a regularization of problem (S) and some well-known global optimization tools. These optimality conditions are new in the literature and are expressed in terms of \(\max \)–\(\min \) conditions with linked constraints.
Similar content being viewed by others
References
Aboussoror, A., Loridan, P.: Existence and approximation results involving regularized constrained Stackelberg problems. J. Math. Anal. Appl. 188, 101–117 (1994)
Aboussoror, A., Loridan, P.: Strong–weak Stackelberg problems in finite dimensional spaces. Serdica Math. J. 21, 151–170 (1995)
Aboussoror, A.: Weak bilevel programming problems: existence of solutions. Adv. Math. Res. 1, 83–92 (2002)
Aboussoror, A., Mansouri, A.: Weak linear bilevel programming problems: existence of solutions via a penalty method. J. Math. Anal. Appl. 304, 399–408 (2005)
Aboussoror, A., Ankhili, Z., Mansouri, A.: Bilevel programs: approximation results involving reverse convex programs. Pac. J. Optim. 4, 279–291 (2005)
Aboussoror, A., Adly, S., Saissi, F.E.: Strong–weak nonlinear bilevel problems: existence of solutions in a sequential setting. J. Set-Valued Var. Anal. 25(1), 113–132 (2017)
Bank, B., Guddat, J., Klatte, D., Kummer, B., Tammer, K.: Non-Linear Parametric Optimization. Birkhäuser, Basel (1983)
Breton, B., Alj, A., Haurie, A.: Sequential Stackelberg equilibria in two-person games. J. Optim. Theory Appl. 29, 71–94 (1988)
Dempe, S., Dutta, J., Mordukhovich, B.S.: New necessary optimality conditions in optimistic bilevel programming. Optimization 56, 577–604 (2007)
Dempe, S., Gadhi, N.: Second order optimality conditions for bilevel set optimization problems. J. Glob. Optim. 47, 233–245 (2010)
Dempe, S., Zemkoho, A.B.: The generalized Mangasarian–Fromowitz constraint qualifications and optimality conditions for bilevel programs. J. Optim. Theory Appl. 148(1), 46–68 (2011)
Falk, J.E.: A linear \(\max \)–\(\min \) problem. Math. Program. 5, 169–188 (1973)
Kuratowski, K.: Topology I. Academic Press, New York (1976)
Leitmann, G.: On generalized Stackelberg strategies. J. Optim. Theory Appl. 26, 637–643 (1978)
Lignola, M.B., Morgan, J.: Topological existence and stability for \(\min \)-\(\sup \) problems. J. Math. Anal. Appl. 151, 164–180 (1990)
Lignola, M.B., Morgan, J.: Stability of regularized bilevel propgramming problems. J. Optim. Theory Appl. 93, 575–596 (1997)
Loridan, P., Morgan, J.: On strict \(\epsilon \)-solutions for a two level optimization problem. In: Buhler, W., Feichtinger, G., Hartl, F., Radermacher, F.J., Stahly, P. (eds.) Operation Research Proceedings, International Conference on Operations Research 90, Vienna, pp. 165–172. Springer, Berlin (1992)
Lucchetti, R., Mignanego, F., Pieri, G.: Existence theorems of equilibrium points in Stackelberg games with constraints. Optimization 18, 857–866 (1987)
Outrata, J.V.: A note on the usage of nondifferentiable exact penalties in some special optimization problems. Kybernetika 24(4), 251–258 (1988)
Outrata, J.V.: On the numerical solution of a class of Stackelberg problems. ZOR-Math. Methods Oper. Res. 34, 255–277 (1990)
Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)
Shimizu, K., Aiyoshi, E.: Necessary conditions for \(\min \)–\(\max \) problems and algorithms by a relaxation procedure. IEEE Trans. Autom. Control 25(1), 62–66 (1980)
Shimizu, K., Ishizuka, Y., Bard, J.F.: Nondifferentiable and Two-Level Mathematical Programming. Kluwer Academic Publishers, Boston (1997)
Tuy, H.: Convex programs with additional reverse convex constraint. J. Optim. Theory Appl. 52, 463–486 (1987)
Tuy, H., Thuong, N.V.: On the global minimization of a convex function under general nonconvex constraints. Appl. Math. Optim. 18, 119–142 (1988)
Ye, J.J., Zhu, D.L.: New necessary optimality conditions for bilevel programs by combining the MPEC and value function approaches. SIAM J. Optim. 20, 1885–1905 (2010)
Acknowledgements
The authors are grateful to the anonymous referees for their valuable remarks and suggestions that improved the quality of the paper.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Aboussoror, A., Adly, S. New necessary and sufficient optimality conditions for strong bilevel programming problems. J Glob Optim 70, 309–327 (2018). https://doi.org/10.1007/s10898-018-0606-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-018-0606-5