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

The generalized Mangasarian-Fromowitz constraint qualification and optimality conditions for bilevel programs

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

Bilevel programming and applications

A great amount of new applied problems in the area of energy networks has recently arisen that can be efficiently solved only as mixed-integer bilevel programs. Among them are the natural gas cash-out problem, the deregulated electricity market equilibrium problem, biofuel problems, a problem of designing coupled energy carrier networks, and so forth, if we mention only part of such applications. Bilevel models to describe migration processes are also in the list of the most popular new themes of bilevel programming, as well as allocation, information protection, and cybersecurity problems. This survey provides a comprehensive review of some of the above-mentioned new areas including both theoretical and applied results

Modeling the Behavior of Flow Regulating Devices in Water Distribution Systems Using Constrained Nonlinear Programming

Currently the modeling of check valves and flow control valves in water distribution systems is based on heuristics intermixed with solving the set of nonlinear equations governing flow in the network. At the beginning of a simulation, the operating status of these valves is not known and must be assumed. The system is then solved. The status of the check valves and flow control valves are then changed to try to determine their correct operating status, at times leading to incorrect solutions even for simple systems. This paper proposes an entirely different approach. Content and co-content theory is used to define conditions that guarantee the existence and uniqueness of the solution. The work here focuses solely on flow control devices with a defined head discharge versus head loss relationship. A new modeling approach for water distribution systems based on subdifferential analysis that deals with the nondifferentiable flow versus head relationships is proposed in this paper. The water distribution equations are solved as a constrained nonlinear programming problem based on the content model where the Lagrangian multipliers have important physical meanings. This new method gives correct solutions by dealing appropriately with inequality and equality constraints imposed by the presence of the flow regulating devices (check valves, flow control valves, and temporarily closed isolating valves). An example network is used to illustrate the concepts. © 2009 ASCE.Jochen W. Deuerlein, Angus R. Simpson and Stephan Demp