OPTIMALITY CONDITIONS FOR NONCONVEX BILEVEL PROGRAMMING PROBLEMS  

作　　者：LIU Guoshan HAN Jiye (Institute of Aoolied Mathematics, Academia Sinica, Beijing 100080, China) 

出　　处：《Systems Science and Mathematical Sciences》1997年第2期183-192,共10页

摘　　要：In this paper, we derive an exact penalty function for nonconvex bilevel programming problem based on its KS form. Based on this exact penalty function a sufficient condition for KS to be partially calm is presented and a necessary optimality condition for nonconvex bilevel programming problems is given. Some existing results about the differentiability of the value function of the lower level programming problem are extended and a sufficient condition for CRCQ to hold for VS form of BLPP with linear lower level programming problem is also given.In this paper, we derive an exact penalty function for nonconvex bilevel programming problem based on its KS form. Based on this exact penalty function a sufficient condition for KS to be partially calm is presented and a necessary optimality condition for nonconvex bilevel programming problems is given. Some existing results about the differentiability of the value function of the lower level programming problem are extended and a sufficient condition for CRCQ to hold for VS form of BLPP with linear lower level programming problem is also given.

关 键 词：OPTIMALITY conditions NONCONVEX bilevel programming problem EXACT PENALTY FUNCTION value FUNCTION constraint qualification. 

分 类 号：O221[理学—运筹学与控制论]