Interactions Between Bilevel Optimization and Nash Games

2020 ◽  
pp. 3-26
Author(s):  
Lorenzo Lampariello ◽  
Simone Sagratella ◽  
Vladimir Shikhman ◽  
Oliver Stein
Keyword(s):  
Bilevel Optimization ◽  
Nash Games

scholarly journals R-Regularity of Set-Valued Mappings Under the Relaxed Constant Positive Linear Dependence Constraint Qualification with Applications to Parametric and Bilevel Optimization

2021 ◽  
Author(s):  
Patrick Mehlitz ◽  
Leonid I. Minchenko
Keyword(s):  
Linear Dependence ◽  
Constraint Qualification ◽  
Parametric Optimization ◽  
Optimization Problems ◽  
Sufficient Conditions ◽  
Bilevel Optimization ◽  
Regularity Property ◽  
Constant Rank Constraint Qualification ◽  
Existence Criterion ◽  
Set Valued Mappings

AbstractThe presence of Lipschitzian properties for solution mappings associated with nonlinear parametric optimization problems is desirable in the context of, e.g., stability analysis or bilevel optimization. An example of such a Lipschitzian property for set-valued mappings, whose graph is the solution set of a system of nonlinear inequalities and equations, is R-regularity. Based on the so-called relaxed constant positive linear dependence constraint qualification, we provide a criterion ensuring the presence of the R-regularity property. In this regard, our analysis generalizes earlier results of that type which exploited the stronger Mangasarian–Fromovitz or constant rank constraint qualification. Afterwards, we apply our findings in order to derive new sufficient conditions which guarantee the presence of R-regularity for solution mappings in parametric optimization. Finally, our results are used to derive an existence criterion for solutions in pessimistic bilevel optimization and a sufficient condition for the presence of the so-called partial calmness property in optimistic bilevel optimization.

scholarly journals On a Class of Differential Variational Inequalities in Infinite-Dimensional Spaces

Mathematics ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 266 ◽  
Author(s):  
Savin Treanţă
Keyword(s):  
Optimal Control ◽  
Variational Inequality ◽  
Variational Inequalities ◽  
Optimal Control Theory ◽  
Infinite Dimensional ◽  
Nash Games ◽  
New Class ◽  
Set Valued Mappings ◽  
Differential Variational Inequalities ◽  
Theoretical Developments

A new class of differential variational inequalities (DVIs), governed by a variational inequality and an evolution equation formulated in infinite-dimensional spaces, is investigated in this paper. More precisely, based on Browder’s result, optimal control theory, measurability of set-valued mappings and the theory of semigroups, we establish that the solution set of DVI is nonempty and compact. In addition, the theoretical developments are accompanied by an application to differential Nash games.

scholarly journals The trouble with the second quantifier

4OR ◽  
2021 ◽  
Author(s):  
Gerhard J. Woeginger
Keyword(s):  
Computational Complexity ◽  
Robust Optimization ◽  
Complexity Theory ◽  
Operational Research ◽  
Optimization Problems ◽  
Bilevel Optimization ◽  
Theoretical Background ◽  
Research Community ◽  
Universal Quantifier ◽  
Computational Complexity Theory

AbstractWe survey optimization problems that allow natural simple formulations with one existential and one universal quantifier. We summarize the theoretical background from computational complexity theory, and we present a multitude of illustrating examples. We discuss the connections to robust optimization and to bilevel optimization, and we explain the reasons why the operational research community should be interested in the theoretical aspects of this area.

scholarly journals Combinatorial optimization in nash games

1993 ◽  
Vol 25 (10-11) ◽  
pp. 27-34 ◽  
Author(s):  
Michael M. Kostreva
Keyword(s):  
Combinatorial Optimization ◽  
Nash Games

scholarly journals Data completion problems solved as Nash games

2012 ◽  
Vol 386 ◽  
pp. 012004 ◽  
Author(s):  
A Habbal ◽  
M Kallel
Keyword(s):  
Nash Games ◽  
Data Completion ◽  
Completion Problems
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