First-order necessary optimality conditions for general bilevel programming problems

被引:28
作者
Dempe, S [1 ]
机构
[1] Freiberg Univ Min & Technol, Inst Appl Math 2, Freiberg, Germany
关键词
bilevel programming; existence of optimal solutions; necessary optimality conditions;
D O I
10.1023/A:1022646611097
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 [运筹学与控制论]; 12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];
摘要
In Ref. 1, bilevel programming problems have been investigated using an equivalent formulation by use of the optimal value function of the lower level problem. In this comment, it is shown that Ref. 1 contains two incorrect results: in Proposition 2.1, upper semicontinuity instead of lower semicontinuity has to be used for guaranteeing existence of optimal solutions; in Theorem 5.1, the assumption that the abnormal part of the directional derivative of the optimal value function reduces to zero has to be replaced by the demand that a nonzero abnormal Lagrange multiplier does not exist.
引用
收藏
页码:735 / 739
页数:5
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