Please use this identifier to cite or link to this item:
|Title:||On calmness conditions in convex bilevel programming|
|Authors:||Henrion, René; Surowiec, Thomas|
|Published in:||Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik, Volume 1508, 0946-8633|
|Publisher:||Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik|
|Abstract:||In this article we compare two different calmness conditions which are widely used in the literature on bilevel programming and on mathematical programs with equilibrium constraints. In order to do so, we consider convex bilevel programming as a kind of intersection between both research areas. The so-called partial calmness concept is based on the function value approach for describing the lower level solution set. Alternatively, calmness in the sense of multifunctions may be considered for perturbations of the generalized equation representing the same lower level solution set. Both concepts allow to derive first order necessary optimality conditions via tools of generalized differentiation introduced by Mordukhovich. They are very different, however, concerning their range of applicability and the form of optimality conditions obtained. The results of this paper seem to suggest that partial calmness is considerably more restrictive than calmness of the perturbed generalized equation. This fact is also illustrated by means of a dicretized obstacle control problem.|
|Keywords:||Bilevel programming; partial calmness; M-stationarity; value function; calmness; discrete obstacle problem|
|License:||This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.|
Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.
|Appears in Collections:||Mathematik|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.