Mathematics of Operations Research · 1997 · 209 citations · 24 references
Natural SciencesMathematicsDesign OptimizationMulti-criteria Decision MakingOptimizationConstrained OptimizationConvex OptimizationNonlinear ProgrammingOptimization TheoryQuadratic ProgrammingVariational InequalitiesBilevel OptimizationConstraint QualificationsOptimality ConditionsParametric Quadratic ProgrammingVariational ConstraintsVariational Inequality ProblemsVariational Inequality TheoryVariational Problems
In this paper we study optimization problems with variational inequality constraints in finite dimensional spaces. Kuhn-Tucker type necessary optimality conditions involving coderivatives are given under certain constraint qualifications including one that ensures nonexistence of non-trivial abnormal multipliers. The result is applied to bilevel programming problems to obtain Kuhn-Tucker type necessary optimality conditions. The Kuhn-Tucker type necessary optimality conditions are shown to be satisfied without any constraint qualification by the class of bilevel programming problems where the lower level is a parametric linear quadratic problem.
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