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Stability of Regularized Bilevel Programming Problems

Author

Listed:
  • M. B. Lignola

    (Università di Napoli “Federico II,”)

  • J. Morgan

    (Università di Napoli “Federico II,”)

Abstract

A bilevel programming problem S is considered. First, sufficient conditions of minimal character are given on the data of the problem in order to guarantee the lower semicontinuity of the marginal function of the upper level problem. Then, for ε>0, a regularized problem S(ε) is considered for which continuity of the regularized marginal function and convergence of the approximate value, as ε goes to zero, are obtained. Moreover, under perturbations on the data, convergence results for the perturbed marginal functions and the solutions to the problem S n(ε) are given for any ε>0.

Suggested Citation

  • M. B. Lignola & J. Morgan, 1997. "Stability of Regularized Bilevel Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 93(3), pages 575-596, June.
  • Handle: RePEc:spr:joptap:v:93:y:1997:i:3:d:10.1023_a:1022695113803
    DOI: 10.1023/A:1022695113803
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    Citations

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    Cited by:

    1. H. Bonnel & J. Morgan, 2006. "Semivectorial Bilevel Optimization Problem: Penalty Approach," Journal of Optimization Theory and Applications, Springer, vol. 131(3), pages 365-382, December.
    2. Henri Bonnel & Léonard Todjihoundé & Constantin Udrişte, 2015. "Semivectorial Bilevel Optimization on Riemannian Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 167(2), pages 464-486, November.
    3. L. Mallozi & S. Tijs & M. Voorneveld, 2000. "Infinite Hierarchical Potential Games," Journal of Optimization Theory and Applications, Springer, vol. 107(2), pages 287-296, November.
    4. Abdelmalek Aboussoror & Samir Adly, 2018. "New necessary and sufficient optimality conditions for strong bilevel programming problems," Journal of Global Optimization, Springer, vol. 70(2), pages 309-327, February.
    5. M. Beatrice Lignola & Jacqueline Morgan, 2012. "Approximating Security Values of MinSup Problems with Quasi-variational Inequality Constraints," CSEF Working Papers 321, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 09 Oct 2014.
    6. Francesco Caruso & Maria Carmela Ceparano & Jacqueline Morgan, 2019. "Subgame Perfect Nash Equilibrium: A Learning Approach via Costs to Move," Dynamic Games and Applications, Springer, vol. 9(2), pages 416-432, June.
    7. Ming Hu & Masao Fukushima, 2011. "Variational Inequality Formulation of a Class of Multi-Leader-Follower Games," Journal of Optimization Theory and Applications, Springer, vol. 151(3), pages 455-473, December.
    8. Francesco Caruso & Maria Carmela Ceparano & Jacqueline Morgan, 2022. "Asymptotic Behavior of Subgame Perfect Nash Equilibria in Stackelberg Games," CSEF Working Papers 661, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    9. Gaoxi Li & Xinmin Yang, 2021. "Convexification Method for Bilevel Programs with a Nonconvex Follower’s Problem," Journal of Optimization Theory and Applications, Springer, vol. 188(3), pages 724-743, March.
    10. M. Lignola & Jacqueline Morgan, 2012. "Approximate values for mathematical programs with variational inequality constraints," Computational Optimization and Applications, Springer, vol. 53(2), pages 485-503, October.
    11. Gaoxi Li & Zhongping Wan, 2018. "On Bilevel Programs with a Convex Lower-Level Problem Violating Slater’s Constraint Qualification," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 820-837, December.
    12. M. B. Lignola & J. Morgan, 2007. "On Convergence Results for Weak Efficiency in Vector Optimization Problems with Equilibrium Constraints," Journal of Optimization Theory and Applications, Springer, vol. 133(1), pages 117-121, April.
    13. Lorenzo Lampariello & Simone Sagratella, 2020. "Numerically tractable optimistic bilevel problems," Computational Optimization and Applications, Springer, vol. 76(2), pages 277-303, June.
    14. M. Beatrice Lignola & Jacqueline Morgan, 2013. "Asymptotic Behavior of Regularized OptimizationProblems with Quasi-variational Inequality Constraints," CSEF Working Papers 350, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

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