基于KKT乘子和凸化子的双层优化问题的最优性条件

IF 0.5 Q4 ECONOMICS

Croatian Operational Research Review Pub Date : 2019-12-13 DOI:10.17535/crorr.2019.0026

N. Gadhi, L. Lafhim

引用次数: 1

摘要

本文利用乐观方法研究了一个双层优化问题。在非光滑广义Guignard约束条件下，由于最优值的重新表述，给出了凸算子和Karush-Kuhn-Tucker（KKT）乘子的必要最优性条件。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Optimality conditions for a bilevel optimization problem in terms of KKT multipliers and convexificators

In this paper we investigate a bilevel optimization problem by using the optimistic approach. Under a non smooth generalized Guignard constraint qualification, due the optimal value reformulation, the necessary optimality conditions in terms of convexificators and Karush-Kuhn-Tucker (KKT) multipliers are given.

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来源期刊

Croatian Operational Research Review ECONOMICS-

CiteScore

1.40

自引率

0.00%

发文量

审稿时长

22 weeks

期刊介绍： Croatian Operational Research Review (CRORR) is the journal which publishes original scientific papers from the area of operational research. The purpose is to publish papers from various aspects of operational research (OR) with the aim of presenting scientific ideas that will contribute both to theoretical development and practical application of OR. The scope of the journal covers the following subject areas: linear and non-linear programming, integer programing, combinatorial and discrete optimization, multi-objective programming, stohastic models and optimization, scheduling, macroeconomics, economic theory, game theory, statistics and econometrics, marketing and data analysis, information and decision support systems, banking, finance, insurance, environment, energy, health, neural networks and fuzzy systems, control theory, simulation, practical OR and applications. The audience includes both researchers and practitioners from the area of operations research, applied mathematics, statistics, econometrics, intelligent methods, simulation, and other areas included in the above list of topics. The journal has an international board of editors, consisting of more than 30 editors – university professors from Croatia, Slovenia, USA, Italy, Germany, Austria and other coutries.