NECESSARY OPTIMALITY CONDITIONS FOR OPTIMIZATION PROBLEMS WITH VARIATIONAL INEQUALITY CONSTRAINTS

Authors
Citation
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
ISSN journal
0364765X
Volume
22
Issue
4
Year of publication
1997
Pages
977 - 997
Database
ISI
SICI code
0364-765X(1997)22:4<977:NOCFOP>2.0.ZU;2-C
Abstract
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.