A regularization method for ill-posed bilevel optimization problems

A regularization method for ill-posed bilevel optimization problems

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Article ID: iaor20071473
Country: France
Volume: 40
Issue: 1
Start Page Number: 19
End Page Number: 35
Publication Date: Jan 2006
Journal: RAIRO Operations Research
Authors: ,
Keywords: bilevel programming
Abstract:

We present a regularization method to approach a solution of the pessimistic formulation of ill-posed bilevel problems. This allows us to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and responses. We prove existence of approximated solutions, give convergence result using Hoffman-like assumptions. We end with objective value error estimates.

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