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A regularization method for ill-posed bilevel optimization problems

Abstract : 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.
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Contributor : Maïtine Bergounioux <>
Submitted on : Friday, March 31, 2006 - 12:25:01 PM
Last modification on : Tuesday, April 21, 2020 - 11:40:06 AM
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Maïtine Bergounioux, Mounir Haddou. A regularization method for ill-posed bilevel optimization problems. RAIRO - Operations Research, EDP Sciences, 2006, 40, n°1, p. 19-35. ⟨10.1051/ro:2006009⟩. ⟨hal-00021999⟩



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