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arXiv · 1907.06140

Bilevel Optimization and Variational Analysis

Boris S. Mordukhovich
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Abstract

This chapter presents a self-contained approach of variational analysis and generalized differentiation to deriving necessary optimality in problems of bilevel optimization with Lipschitzian data. We mainly concentrate on optimistic models, although the developed machinery also applies to pessimistic versions. Some open problems are posed and discussed.

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Boris S. Mordukhovich. 2019-07-13. Bilevel Optimization and Variational Analysis. https://arxiv.org/abs/1907.06140

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