Necessary optimality conditions for a special class of bilevel programming problems with unique lower level solution. (3rd October 2017)

• Record Type: Journal Article
• Authors: Mehlitz, Patrick
• Is Part Of: Optimization. Volume 66:Number 10(2017)
• Page Start: 1533
• Page End: 1562
• Publication Date: 2017-10-03
• Subjects: Bilevel programming -- mathematical program with complementarity constraints -- programming in Banach spaces -- semidefinite programming; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2017.1349123
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract: We consider a bilevel programming problem in Banach spaces whose lower level solution is unique for any choice of the upper level variable. A condition is presented which ensures that the lower level solution mapping is directionally differentiable, and a formula is constructed which can be used to compute this directional derivative. Afterwards, we apply these results in order to obtain first-order necessary optimality conditions for the bilevel programming problem. It is shown that these optimality conditions imply that a certain mathematical program with complementarity constraints in Banach spaces has the optimal solution zero. We state the weak and strong stationarity conditions of this problem as well as corresponding constraint qualifications in order to derive applicable necessary optimality conditions for the original bilevel programming problem. Finally, we use the theory to state new necessary optimality conditions for certain classes of semidefinite bilevel programming problems and present an example in terms of bilevel optimal control.