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First-Order Necessary Optimality Conditions for General Bilevel Programming Problems

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Abstract

In Ref. 1, bilevel programming problems have been investigated using an equivalent formulation by use of the optimal value function of the lower level problem. In this comment, it is shown that Ref. 1 contains two incorrect results: in Proposition 2.1, upper semicontinuity instead of lower semicontinuity has to be used for guaranteeing existence of optimal solutions; in Theorem 5.1, the assumption that the abnormal part of the directional derivative of the optimal value function reduces to zero has to be replaced by the demand that a nonzero abnormal Lagrange multiplier does not exist.

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Dempe, S. First-Order Necessary Optimality Conditions for General Bilevel Programming Problems. Journal of Optimization Theory and Applications 95, 735–739 (1997). https://doi.org/10.1023/A:1022646611097

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  • DOI: https://doi.org/10.1023/A:1022646611097

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