Some results on necessary conditions for two quasidifferentiable optimization problems

Some results on necessary conditions for two quasidifferentiable optimization problems

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Article ID: iaor200973210
Volume: 1
Issue: 2
Publication Date: Jun 2009
Journal: Iranian Journal of Operations Research
Authors: , ,
Keywords: optimization
Abstract:

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.

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