Jj. Ye et Xy. Ye, NECESSARY OPTIMALITY CONDITIONS FOR OPTIMIZATION PROBLEMS WITH VARIATIONAL INEQUALITY CONSTRAINTS, Mathematics of operations research, 22(4), 1997, pp. 977-997
Citations number
34
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
In this paper we study optimization problems with variational inequali
ty constraints in mine finite dimensional spaces. Kuhn-Tucker type nec
essary optimality conditions involving coderivatives are given under c
ertain constraint qualifications including one that ensures nonexisten
ce of nontrivial abnormal multipliers. The result is applied to bileve
l programming problems to obtain Kuhn-Tucker type necessary optimality
conditions. The Kuhn-Tucker type necessary optimality conditions are
shown to be satisfied without any constraint qualification by the clas
s of bilevel programming problems where the lower level is a parametri
c linear quadratic problem.