Skip to main content
Log in

A note on partial calmness for bilevel optimization problems with linearly structured lower level

  • Original Paper
  • Published:
Optimization Letters Aims and scope Submit manuscript

Abstract

Partial calmness is a celebrated but restrictive property of bilevel optimization problems whose presence opens a way to the derivation of Karush–Kuhn–Tucker-type necessary optimality conditions in order to characterize local minimizers. In the past, sufficient conditions for the validity of partial calmness have been investigated. In this regard, the presence of a linearly structured lower level problem has turned out to be beneficial. However, the associated literature suffers from inaccurate results. In this note, we clarify some regarding erroneous statements and visualize the underlying issues with the aid of illustrative counterexamples.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1

Similar content being viewed by others

References

  1. Bard, J.F.: Practical Bilevel Optimization: Algorithms and Applications. Kluwer, Dordrecht (1998)

    Book  Google Scholar 

  2. Bednarczuk, E.M., Minchenko, L.I., Rutkowski, K.E.: On Lipschitz-like continuity of a class of set-valued mappings. Optimization (2019). https://doi.org/10.1080/02331934.2019.1696339

    Article  MATH  Google Scholar 

  3. Benita, F., Mehlitz, P.: Bilevel optimal control with final-state-dependent finite-dimensional lower level. SIAM J. Optim. 26(1), 718–752 (2016). https://doi.org/10.1137/15M1015984

    Article  MathSciNet  MATH  Google Scholar 

  4. Burke, J.V., Ferris, M.C.: Weak sharp minima in mathematical programming. SIAM J. Control Optim. 31(5), 1340–1359 (1993). https://doi.org/10.1137/0331063

    Article  MathSciNet  MATH  Google Scholar 

  5. Clarke, F.H.: Optimization and Nonsmooth Analysis. Wiley, New York (1983)

    MATH  Google Scholar 

  6. Dempe, S.: Foundations of Bilevel Programming. Kluwer, Dordrecht (2002)

    MATH  Google Scholar 

  7. Dempe, S., Franke, S.: The bilevel road pricing problem. Int. J. Comput. Optim. 2(2):71–92 (2015). https://doi.org/10.12988/ijco.2015.5415

  8. Dempe, S., Zemkoho, A.B.: The generalized Mangasarian–Fromovitz constraint qualification and optimality conditions for bilevel programs. J. Optim. Theory Appl. 148(1), 46–68 (2011). https://doi.org/10.1007/s10957-010-9744-8

    Article  MathSciNet  MATH  Google Scholar 

  9. Dempe, S., Zemkoho, A.B.: Bilevel road pricing: theoretical analysis and optimality conditions. Ann. Oper. Res. 196(1), 223–240 (2012). https://doi.org/10.1007/s10479-011-1023-z

    Article  MathSciNet  MATH  Google Scholar 

  10. Dempe, S., Zemkoho, A.B.: The bilevel programming problem: reformulations, constraint qualifications and optimality conditions. Math. Program. 138(1), 447–473 (2013). https://doi.org/10.1007/s10107-011-0508-5

    Article  MathSciNet  MATH  Google Scholar 

  11. Dempe, S., Dutta, J., Mordukhovich, B.S.: New necessary optimality conditions in optimistic bilevel programming. Optimization 56(5–6), 577–604 (2007). https://doi.org/10.1080/02331930701617551

    Article  MathSciNet  MATH  Google Scholar 

  12. Dempe, S., Kalashnikov, V., Pérez-Valdéz, G., Kalashnykova, N.: Bilevel Programming Problems—Theory, Algorithms and Applications to Energy Networks. Springer, Berlin (2015)

    MATH  Google Scholar 

  13. Dempe, S., Mefo Kue, F., Mehlitz, P.: Optimality conditions for special semidefinite bilevel optimization problems. SIAM J. Optim. 28(2), 1564–1587 (2018). https://doi.org/10.1137/16M1099303

    Article  MathSciNet  MATH  Google Scholar 

  14. Fedorov, V.V.: Numerical Maximin Methods. Nauka, Moscow (1979)

    Google Scholar 

  15. Fischer, A., Zemkoho, A.B., Zhou, S.: Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments, pp. 1–27 (2019). preprint arXiv arXiv:1912.07079

  16. Fliege, J., Tin, A., Zemkoho, A.B.: Gauss–Newton-type methods for bilevel optimization, pp. 1–22 (2020). preprint arXiv arXiv:2003.03128

  17. Henrion, R., Surowiec, T.: On calmness conditions in convex bilevel programming. Appl. Anal. 90(6), 951–970 (2011). https://doi.org/10.1080/00036811.2010.495339

    Article  MathSciNet  MATH  Google Scholar 

  18. Ioffe, A.D.: Regular points of Lipschitz functions. Trans. Am. Math. Soc. 251, 61–69 (1979). https://doi.org/10.1090/S0002-9947-1979-0531969-6

    Article  MathSciNet  MATH  Google Scholar 

  19. Luderer, B., Minchenko, L.I., Satsura, T.: Multivalued Analysis and Nonlinear Programming Problems with Perturbations. Springer, Dordrecht (2002)

    Book  Google Scholar 

  20. Mehlitz, P.: Bilevel programming problems with simple convex lower level. Optimization 65(6), 1203–1227 (2016). https://doi.org/10.1080/02331934.2015.1122006

    Article  MathSciNet  MATH  Google Scholar 

  21. Minchenko, L.I., Berezhnov, D.E.: On global partial calmness for bilevel programming problems with linear lower level problem. In: CEUR Workshop Proceedings, vol. 1987 (2017). http://ceur-ws.org/Vol-1987/paper60.pdf

  22. Mordukhovich, B.S., Nam, N.M.: Variational stability and marginal functions via generalized differentiation. Math. Oper. Res. 30(4), 800–816 (2005). https://doi.org/10.1287/moor.1050.0147

    Article  MathSciNet  MATH  Google Scholar 

  23. Mordukhovich, B.S., Nam, N.M., Phan, H.M.: Variational analysis of marginal functions with applications to bilevel programming. J. Optim. Theory Appl. 152(3), 557–586 (2012). https://doi.org/10.1007/s10957-011-9940-1

    Article  MathSciNet  MATH  Google Scholar 

  24. Outrata, J.V.: A note on the usage of nondifferentiable exact penalties in some special optimization problems. Kybernetika. 24(4), 251–258 (1988)

  25. Robinson, S.M.: Some continuity properties of polyhedral multifunctions. In: König, H., Korte, B., Ritter, K. (eds.) Mathematical Programming at Oberwolfach, pp. 206–214. Springer, Berlin (1981). https://doi.org/10.1007/BFb0120929

    Chapter  Google Scholar 

  26. Ye, J.J.: Necessary conditions for bilevel dynamic optimization problems. SIAM J. Control Optim. 33(4), 1208–1223 (1995). https://doi.org/10.1137/S0363012993249717

    Article  MathSciNet  MATH  Google Scholar 

  27. Ye, J.J.: Optimal strategies for bilevel dynamic problems. SIAM J. Control Optim. 35(2), 512–531 (1997). https://doi.org/10.1137/S0363012993256150

    Article  MathSciNet  MATH  Google Scholar 

  28. Ye, J.J.: New uniform parametric error bounds. J. Optim. Theory Appl. 98(1), 197–219 (1998). https://doi.org/10.1023/A:1022649217032

    Article  MathSciNet  MATH  Google Scholar 

  29. Ye, J.J., Zhu, D.: New necessary optimality conditions for bilevel programs by combining the MPEC and value function approaches. SIAM J. Optim. 20(4), 1885–1905 (2010). https://doi.org/10.1137/080725088

    Article  MathSciNet  MATH  Google Scholar 

  30. Ye, J.J., Zhu, D.L.: Optimality conditions for bilevel programming problems. Optimization 33(1), 9–27 (1995). https://doi.org/10.1080/02331939508844060

    Article  MathSciNet  MATH  Google Scholar 

  31. Ye, J.J., Zhu, D.L., Zhu, Q.J.: Exact penalization and necessary optimality conditions for generalized bilevel programming problems. SIAM J. Optim. 7(2), 481–507 (1997). https://doi.org/10.1137/S1052623493257344

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Patrick Mehlitz.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Mehlitz, P., Minchenko, L.I. & Zemkoho, A.B. A note on partial calmness for bilevel optimization problems with linearly structured lower level. Optim Lett 15, 1277–1291 (2021). https://doi.org/10.1007/s11590-020-01636-6

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11590-020-01636-6

Keywords

Mathematics Subject Classification

Navigation