4.5 Article

Variational Analysis of Marginal Functions with Applications to Bilevel Programming

Journal

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Volume 152, Issue 3, Pages 557-586

Publisher

SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10957-011-9940-1

Keywords

Variational analysis and optimization; Bilevel programming; Generalized differentiation; Marginal functions; Optimality conditions

Funding

  1. US National Science Foundation [DMS-1007132]
  2. Australian Research Council [DP-12092508]
  3. Portuguese Foundation of Science and Technologies [MAT/11109]
  4. Simons Foundation [208785]
  5. Division Of Mathematical Sciences
  6. Direct For Mathematical & Physical Scien [1007132] Funding Source: National Science Foundation

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This paper pursues a twofold goal. First goal is to derive new results on generalized differentiation in variational analysis focusing mainly on a broad class of intrinsically nondifferentiable marginal/value functions. Then the results established in this direction are applied to deriving necessary optimality conditions for the optimistic version of bilevel programs, which occupy a remarkable place in optimization theory and its various applications. We obtain new sets of optimality conditions in both smooth and nonsmooth settings of finite-dimensional and infinite-dimensional spaces.

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