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...

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Bibliographic Details
Published in:R.A.I.R.O. Recherche opérationnelle Vol. 57; no. 2; pp. 525 - 539
Main Authors: Saini, Shivani, Kailey, Navdeep, Ahmad, Izhar
Format: Journal Article
Language:English
Published: 01.03.2023
ISSN:0399-0559, 2804-7303
Online Access:Get full text
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Summary: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