Variational Analysis of Marginal Functions with Applications to Bilevel Programming

@article{Mordukhovich2012VariationalAO,
  title={Variational Analysis of Marginal Functions with Applications to Bilevel Programming},
  author={Boris S. Mordukhovich and Nguyen Mau Nam and Hung M. Phan},
  journal={J. Optimization Theory and Applications},
  year={2012},
  volume={152},
  pages={557-586}
}
This paper pursues a twofold goal. First to derive new results on generalized differentiation in variational analysis focusing mainly on a broad class of intrinsically nondifferentiable marginal/value functions. Then the results established in this direction apply to deriving necessary optimality conditions for the optimistic version of bilevel programs that occupy a remarkable place in optimization theory and its various applications. We obtain new sets of optimality conditions in both smooth… CONTINUE READING

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