Optimality conditions and duality results for a robust bi-level programming problem
Robust bi-level programming problems are a newborn branch of optimization theory. In this study, we have considered a bi-level model with constraint-wise uncertainty at the upper-level, and the lower-level problem is fully convex. We use the optimal value reformulation to transform the given bi-leve...
Uložené v:
| Vydané v: | R.A.I.R.O. Recherche opérationnelle Ročník 57; číslo 2; s. 525 - 539 |
|---|---|
| Hlavní autori: | , , |
| Médium: | Journal Article |
| Jazyk: | English |
| Vydavateľské údaje: |
01.03.2023
|
| ISSN: | 0399-0559, 2804-7303 |
| On-line prístup: | Získať plný text |
| Tagy: |
Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
|
| Shrnutí: | Robust bi-level programming problems are a newborn branch of optimization theory. In this study, we have considered a bi-level model with constraint-wise uncertainty at the upper-level, and the lower-level problem is fully convex. We use the optimal value reformulation to transform the given bi-level problem into a single-level mathematical problem and the concept of robust counterpart optimization to deal with uncertainty in the upper-level problem. Necessary optimality conditions are beneficial because any local minimum must satisfy these conditions. As a result, one can only look for local (or global) minima among points that hold the necessary optimality conditions. Here we have introduced an extended non-smooth robust constraint qualification (RCQ) and developed the KKT type necessary optimality conditions in terms of convexifactors and subdifferentials for the considered uncertain two-level problem. Further, we establish as an application the robust bi-level Mond-Weir dual (MWD) for the considered problem and produce the duality results. Moreover, an example is proposed to show the applicability of necessary optimality conditions. |
|---|---|
| ISSN: | 0399-0559 2804-7303 |
| DOI: | 10.1051/ro/2023026 |