Solving bilevel programs with the KKT-approach
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- Allende, G.B. & Still, G. Math. Program. (2013) 138: 309. doi:10.1007/s10107-012-0535-x
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Bilevel programs (BL) form a special class of optimization problems. They appear in many models in economics, game theory and mathematical physics. BL programs show a more complicated structure than standard finite problems. We study the so-called KKT-approach for solving bilevel problems, where the lower level minimality condition is replaced by the KKT- or the FJ-condition. This leads to a special structured mathematical program with complementarity constraints. We analyze the KKT-approach from a generic viewpoint and reveal the advantages and possible drawbacks of this approach for solving BL problems numerically.