Is Pessimistic Bilevel Programming a Special Case of a Mathematical Program with Complementarity Constraints?

Didier Aussel () and Anton Svensson ()
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Didier Aussel: Université de Perpignan
Anton Svensson: Universidad de Chile

Journal of Optimization Theory and Applications, 2019, vol. 181, issue 2, No 8, 504-520

Abstract: Abstract One of the most commonly used methods for solving bilevel programming problems (whose lower level problem is convex) starts with reformulating it as a mathematical program with complementarity constraints. This is done by replacing the lower level problem by its Karush–Kuhn–Tucker optimality conditions. The obtained mathematical program with complementarity constraints is (locally) solved, but the question of whether a solution of the reformulation yields a solution of the initial bilevel problem naturally arises. The question was first formulated and answered negatively, in a recent work of Dempe and Dutta, for the so-called optimistic approach. We study this question for the pessimistic approach also in the case of a convex lower level problem with a similar answer. Some new notions of local solutions are defined for these minimax-type problems, for which the relations are shown. Some simple counterexamples are given.

Keywords: Bilevel problem; Mathematical programming with complementarity constraints; Pessimistic approach; 90C30; 90C33; 90C47 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (9)

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DOI: 10.1007/s10957-018-01467-7

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