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| HAL: hal-00683042, version 1 |
| DOI: 10.1007/s10957-011-9831-5 |
| Detailed view |  Export this paper |
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| Journal of Optimization Theory and Applications 149, 2 (2011) 254-268 |
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| A Fenchel-Lagrange Duality Approach for a Bilevel Programming Problem with Extremal-Value Function |
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| Abdelmalek AboussororSamir Adly 1 |
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| (2011) |
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| In this paper, for a bilevel programming problem (S) with an extremal-value function, we first give its Fenchel-Lagrange dual problem. Under appropriate assumptions, we show that a strong duality holds between them. Then, we provide optimality conditions for (S) and its dual. Finally, we show that the resolution of the dual problem is equivalent to the resolution of a one-level convex minimization problem. |
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| 1: | XLIM (XLIM) |
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CNRS : UMR6172 – Université de Limoges |
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| DMI |
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| Analyse convexe – Optimisation – Critère optimalité – Condition optimalité – Programmation biniveau – Lagrangien – Programmation convexe – Dualité – Conjugaison Fenchel |
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| hal-00683042, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00683042 | |
| oai:hal.archives-ouvertes.fr:hal-00683042 | |
| From: Yolande Vieceli | |
| Submitted on: Tuesday, 27 March 2012 15:42:41 | |
| Updated on: Tuesday, 27 March 2012 15:42:41 | |
