双层规划问题部分平静性条件的通有性质

Generic Property of the Partial Calmness Condition for Bilevel Programming Problems

SIAM Journal on Optimization · 2022
被引 4
ABS 3

中文导读

本文提出部分误差界条件来保证双层规划的部分平静性,证明该条件在经济学应用中具有通有性,并推导出无需额外约束规格的最优性条件。

Abstract

The partial calmness for the bilevel programming problem (BLPP) is an important condition which ensures that a local optimal solution of BLPP is a local optimal solution of a partially penalized problem where the lower-level optimality constraint is moved to the objective function and hence a weaker constraint qualification can be applied. In this paper, we propose a sufficient condition in the form of a partial error bound condition which guarantees the partial calmness condition. We analyze the partial calmness for the combined program based on the Bouligand (B) and the Fritz John (FJ) stationary conditions from a generic point of view. Our main result states that the partial error bound condition for the combined programs based on B and FJ conditions is generic for an important setting with applications in economics, and hence the partial calmness for the combined program is not a particularly stringent assumption. Moreover, we derive optimality conditions for the combined program for the generic case without any extra constraint qualifications and show the exact equivalence between our optimality condition and the one by Jongen and Shikhman [Math. Program., 136 (2012), pp. 65--89] given in implicit form. Our arguments are based on Jongen, Jonker, and Twilt's [Math. Program., 34 (1986), pp. 333--353] generic (five type) classification of the so-called generalized critical points for one-dimensional parametric optimization problems and Jongen and Shikhman's generic local reductions of BLPPs.

双层规划优化理论约束规格通有性质最优性条件