Article ID: | iaor2012629 |
Volume: | 152 |
Issue: | 3 |
Start Page Number: | 557 |
End Page Number: | 586 |
Publication Date: | Mar 2012 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Mordukhovich Boris, Nam Nguyen, Phan Hung |
Keywords: | programming (bilevel) |
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.