Home » Publication » 26716

Dettaglio pubblicazione

2022, OPTIMIZATION, Pages 2403-2419 (volume: 71)

Combining approximation and exact penalty in hierarchical programming (01a Articolo in rivista)

Bigi G, Lampariello L, Sagratella S

We address the minimization of an objective function over the solution set of a (non-parametric) lower-level variational inequality. This problem is a special instance of semi-infinite programs and encompasses, as particular cases, simple (smooth) bilevel and equilibrium selection problems. We resort to a suitable approximated version of the hierarchical problem. We show that this, on the one hand, does not perturb the original (exact) program 'too much', on the other hand, allows one to rely on some suitable exact penalty approaches whose convergence properties are established.
keywords
© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma