scholarly journals A note on partial calmness for bilevel optimization problems with linearly structured lower level

Author(s):  
Patrick Mehlitz ◽  
Leonid I. Minchenko ◽  
Alain B. Zemkoho
Doklady BGUIR ◽  
2019 ◽  
pp. 86-92
Author(s):  
L. I. Minchenko ◽  
S. I. Sirotko

Multilevel optimization problems often arise in various applications (in economics, ecology, power engineering and other areas) when modeling complex systems with a hierarchical structure associated with independent actions of subsystems. The difficulty of analyzing such complex systems requires first of all the study of bilevel models, the management of which would be an integral part of the analysis of more complex systems. In solving bilevel programming problems, an important role is played by the property of partial calmness, the presence of which allows us to reduce the bilevel problem to the classical nonlinear programming problem with a nonsmooth objective function. It is known that linear bilevel programming problems are partially stable. The proof of this property for more complex problems meets difficulties. In particular, our article shows the inaccuracy of some results in this area. The goal of the paper is to obtain some new results in the partial calmness of bilevel programming. In particular, new sufficient conditions for bilevel problems are proved. The results are obtained on the base of Lipschitz-like properties for multivalued mappings. In the paper we propose new sufficient conditions for partial calmness which are based on some modification of the known constraint qualification RCPLD which have been proposed by the researches Andreani, Haeser, Schuverdt and Silva.


Author(s):  
Patrick Mehlitz ◽  
Leonid I. Minchenko

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.


4OR ◽  
2021 ◽  
Author(s):  
Gerhard J. Woeginger

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.


Author(s):  
Anuraganand Sharma

Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there has been an increased interest from the evolutionary computation community to model bilevel problems due to its applicability in real-world applications for decision-making problems. In this work, a partial nested evolutionary approach with a local heuristic search has been proposed to solve the benchmark problems and have outstanding results. This approach relies on the concept of intermarriage-crossover in search of feasible regions by exploiting information from the constraints. A new variant has also been proposed to the commonly used convergence approaches, i.e., optimistic and pessimistic. It is called an extreme optimistic approach. The experimental results demonstrate the algorithm converges differently to known optimum solutions with the optimistic variants. Optimistic approach also outperforms pessimistic approach. Comparative statistical analysis of our approach with other recently published partial to complete evolutionary approaches demonstrates very competitive results.


Optimization ◽  
2019 ◽  
Vol 68 (8) ◽  
pp. 1471-1489 ◽  
Author(s):  
S. Dempe ◽  
S. Franke

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