Optimality conditions for nonsmooth multiobjective bilevel optimization problems

作     者：Chuong, Thai Doan 

作者机构：Univ New South Wales Sch Math & Stat Sydney NSW 2052 Australia 

出 版 物：《ANNALS OF OPERATIONS RESEARCH》 (运筹学纪事)

年 卷 期：2020年第287卷第2期

页      面：617-642页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Optimality condition Limiting subdifferential Coderivative KKT relaxation Multiobjective bilevel optimization Operator constraint 

摘      要：This article is devoted to the study of a nonsmooth multiobjective bilevel optimization problem, which involves the vector-valued objective functions in both levels of the considered program. We first formulate a relaxation multiobjective formulation for the multiobjective bilevel problem and examine the relationships of solutions between them. We then establish Fritz John (FJ) and Karush-Kuhn-Tucker (KKT) necessary conditions for the nonsmooth multiobjective bilevel optimization problem via its relaxation. This is done by studying a related multiobjective optimization problem with operator constraints.