关于拟可微MPEC问题的最优性条件的某些结果.pdfVIP

SOME RESULTS ON NECESSARY CONDITIONS FOR QUASIDIFFERENTIABLE MPEC Zun-Quan Xia CORA, Dept. of Applied Mathematics, Dalian University of Technology, Dalian 116024, China. Chun-Ling Song CORA, Dept. of Applied Mathematics, Dalian University of Technology, Dalian 116024, China. Department of Mathematics, School of Sciences, Foshang University, Foshang 528313, China. Li-Wei Zhang CORA, Dept. of Applied Mathematics, Dalian University of Technology, Dalian 116024, China. {zqxiazhh@, mary sohu@163.com, lwzhang@ } Abstract. Two main results of necessary conditions of optimality for two kinds of prob- lems, bilevel optimization and quasidifferentiable MPEC, are presented via Demyanov sum of quasidifferentials. Lagrange multipliers are independent of the choices of quasid- ifferentials and supergradients. Keywords: Nonsmooth optimization, quasidifferentiable function, bilevel optimization, MPEC, optimality conditions, Demyanov difference (sum). Mathematics Subject Classification(2000): 90C26, 90C30, 90C46. 1 Introduction We consider the following two classes of problems, min θ (x) = f (x, v1 (x), · · · , vm (x)) (P ) 1 s. t. v (x) = max{ϕ (x, y ) | G (x, y ) ≤ 0, H (x, y ) = 0}, i = 1, · · · , m, i i i i i i i where f : Rn+m → R1 is quasidifferentiable, x ∈ Rn , yi ∈ Rsi , and ϕ , g , h ∈ C2 , i = 1, · · · , m, j = 1, · · · , p , k = p + 1, · · · , q , i ij ik i i i