The Generalized Mangasarian‐Fromowitz Constraint Qualification and Optimality Conditions for Bilevel Programs

The Generalized Mangasarian‐Fromowitz Constraint Qualification and Optimality Conditions for Bilevel Programs

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Article ID: iaor20111389
Volume: 148
Issue: 1
Start Page Number: 46
End Page Number: 68
Publication Date: Jan 2011
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: programming (bilevel)
Abstract:

We consider the optimal value reformulation of the bilevel programming problem. It is shown that the Mangasarian‐Fromowitz constraint qualification in terms of the basic generalized differentiation constructions of Mordukhovich, which is weaker than the one in terms of Clarke's nonsmooth tools, fails without any restrictive assumption. Some weakened forms of this constraint qualification are then suggested, in order to derive Karush‐Kuhn‐Tucker type optimality conditions for the aforementioned problem. Considering the partial calmness, a new characterization is suggested and the link with the previous constraint qualifications is analyzed.

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