On the solution of convex bilevel optimization problems

S. Dempe () and S. Franke ()

Computational Optimization and Applications, 2016, vol. 63, issue 3, 685-703

Abstract: An algorithm is presented for solving bilevel optimization problems with fully convex lower level problems. Convergence to a local optimal solution is shown under certain weak assumptions. This algorithm uses the optimal value transformation of the problem. Transformation of the bilevel optimization problem using the Fritz-John necessary optimality conditions applied to the lower level problem is shown to exhibit almost the same difficulties for solving the problem as the use of the Karush–Kuhn–Tucker conditions. Copyright Springer Science+Business Media New York 2016

Keywords: Bilevel programming; Mathematical programs with equilibrium constraints; Optimal value transformation; KKT-transformation; Solution algorithm; 90C26; 91A65 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (10)

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DOI: 10.1007/s10589-015-9795-8

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