Solving bilevel programs with the KKT-approach

• 成果类型: Article
• 署名作者: Bouza Allende, Gemayqzel; Still, Georg
• 署名单位: Universidad de la Habana; University of Twente
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-012-0535-x
• 发表日期: 2013
• 页码: 309-332
• 关键词: mathematical programs; complementarity constraints; semiinfinite optimization; convergence properties; smoothing method; regularization; Penalization; optimality

摘要

Bilevel programs (BL) form a special class of optimization problems. They appear in many models in economics, game theory and mathematical physics. BL programs show a more complicated structure than standard finite problems. We study the so-called KKT-approach for solving bilevel problems, where the lower level minimality condition is replaced by the KKT- or the FJ-condition. This leads to a special structured mathematical program with complementarity constraints. We analyze the KKT-approach from a generic viewpoint and reveal the advantages and possible drawbacks of this approach for solving BL problems numerically.