Bilevel programs with extremal value function: global optimality

Abdelmalek Aboussoror, Hicham Babahadda, Abdelatif Mansouri
2005 International Journal of Mathematics and Mathematical Sciences  
For a bilevel program with extremal value function, a necessary and sufficient condition for global optimality is given, which reduces the bilevel program to amax-minproblem with linked constraints. Also, for the case where the extremal value function is polyhedral, this optimality condition gives the possibility of a resolution via a maximization problem of a polyhedral convex function over a convex set. Finally, this case is completed by an algorithm.
doi:10.1155/ijmms.2005.419 fatcat:qhhwthp66bcxnmy4eznkaizdsy