A regularization method for ill-posed bilevel optimization problems
Résumé
We present a regularization method to approach a solution of the pessimistic formulation of ill -posed bilevel problems . This allows to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and responses. We prove existence of approximated solutions, give convergence result using Hoffman-like assumptions. We end with objective value error estimates.
Domaines
Optimisation et contrôle [math.OC]
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