244 research outputs found
Calmness of efficient solution maps in parametric vector optimization
The paper is concerned with the stability theory of the efficient solution map of a parametric vector optimization problem. Utilizing the advanced tools of modern variational analysis and generalized differentiation, we study the calmness of the efficient solution map. More explicitly, new sufficient conditions in terms of the Fréchet and limiting coderivatives of parametric multifunctions for this efficient solution map to have the calmness at a given point in its graph are established by employing the approach of implicit multifunctions. Examples are also provided for analyzing and illustrating the results obtained. © 2011 Springer Science+Business Media, LLC
Exact Penalization and Necessary Optimality Conditions for Multiobjective Optimization Problems with Equilibrium Constraints
A calmness condition for a general multiobjective optimization problem
with equilibrium constraints is proposed. Some exact penalization properties for two classes of
multiobjective penalty problems are established and shown to be equivalent to the calmness condition.
Subsequently, a Mordukhovich stationary necessary optimality condition based on the
exact penalization results is obtained. Moreover, some applications to a multiobjective optimization
problem with complementarity constraints and a multiobjective optimization problem with
weak vector variational inequality constraints are given
KKT reformulation and necessary conditions for optimality in nonsmooth bilevel optimization
For a long time, the bilevel programming problem has essentially been considered as a special case of mathematical programs with equilibrium constraints (MPECs), in particular when the so-called KKT reformulation is in question. Recently though, this widespread believe was shown to be false in general. In this paper, other aspects of the difference between both problems are revealed as we consider the KKT approach for the nonsmooth bilevel program. It turns out that the new inclusion (constraint) which appears as a consequence of the partial subdifferential of the lower-level Lagrangian (PSLLL) places the KKT reformulation of the nonsmooth bilevel program in a new class of mathematical program with both set-valued and complementarity constraints. While highlighting some new features of this problem, we attempt here to establish close links with the standard optimistic bilevel program. Moreover, we discuss possible natural extensions for C-, M-, and S-stationarity concepts. Most of the results rely on a coderivative estimate for the PSLLL that we also provide in this paper
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