Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- 1 November 1997
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 22 (4) , 977-997
- https://doi.org/10.1287/moor.22.4.977
Abstract
In this paper we study optimization problems with variational inequality constraints in finite dimensional spaces. Kuhn-Tucker type necessary optimality conditions involving coderivatives are given under certain constraint qualifications including one that ensures nonexistence of non-trivial abnormal multipliers. The result is applied to bilevel 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 class of bilevel programming problems where the lower level is a parametric linear quadratic problem.Keywords
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