Article ID: | iaor200973210 |
Volume: | 1 |
Issue: | 2 |
Publication Date: | Jun 2009 |
Journal: | Iranian Journal of Operations Research |
Authors: | Zhang Li-Wei, Xia Zun-Quan, Song Chun-Ling |
Keywords: | optimization |
Two main results of necessary conditions of optimality for two kinds of problems, bilevel optimization and quasidifferentiable mathematical programs with equilibrium constraints (MPEC), are presented via Demyanov sum of quasidifferentials. The result that Lagrange multipliers are independent of the choices of quasidifferentials and supergradients is given.