Optimality conditions for nonsmooth multiobjective bilevel optimization problems

Thai Doan Chuong ()
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Thai Doan Chuong: University of New South Wales

Annals of Operations Research, 2020, vol. 287, issue 2, No 4, 617-642

Abstract: Abstract This article is devoted to the study of a nonsmooth multiobjective bilevel optimization problem, which involves the vector-valued objective functions in both levels of the considered program. We first formulate a relaxation multiobjective formulation for the multiobjective bilevel problem and examine the relationships of solutions between them. We then establish Fritz John (FJ) and Karush–Kuhn–Tucker (KKT) necessary conditions for the nonsmooth multiobjective bilevel optimization problem via its relaxation. This is done by studying a related multiobjective optimization problem with operator constraints.

Keywords: Optimality condition; Limiting subdifferential; Coderivative; KKT relaxation; Multiobjective bilevel optimization; Operator constraint; 49K99; 65K10; 90C29; 90C46 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10479-017-2734-6

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