Journal
JOURNAL OF GLOBAL OPTIMIZATION
Volume 61, Issue 4, Pages 769-788Publisher
SPRINGER
DOI: 10.1007/s10898-014-0200-4
Keywords
Bilevel optimization problem; Convexificators; Necessary optimality conditions; Support function
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In this paper we adapt the main results from Amahroq and Gadhi (J Glob Optim 21:435-443, 2001) for a general set-valued optimization problem to an optimistic bilevel programming problem as an optimization problem with implicitly given set-valued constraint. Since this constraint is assumed to be upper but not lower semicontinuous in the sense of Berge, we need to deal with a lower semicontinuous distance function to this mapping. In order to approximate the gradient of the distance function, we introduce a new concept for a directional convexificator. Some calculus rules for this new tool are adapted and several properties are characterized. The main result presents optimality conditions for an optimistic bilevel programming problem using a convexificator constructed with the aid of the directional convexificator.
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