Problems of Hierarchical Optimization in Finite Dimensions
- 1 August 1994
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Optimization
- Vol. 4 (3) , 521-536
- https://doi.org/10.1137/0804029
Abstract
Summary:The paper deals with mathematical programs, where parameter-dependent nonlinear complementarity problems arise as side constraints. Using the generalized differential calculus for nonsmooth and set-valued mappings due to B. Mordukhovich, we compute the so-called coderivative of the map assigning the parameter the (set of) solutions to the respective complementarity problem. This enables, in particular, to derive useful 1st-order necessary optimality conditions, provided the complementarity problem is strongly regular at the solutionKeywords
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