Abstract

When there is uncertainty in the lower level optimization problem of a bilevel programming, it can be formulated by a robust optimization method as a bilevel program with lower level second-order cone programming problem (SOCBLP). In this paper, we show that the Lagrange multiplier set mapping of the lower level problem of a class of the SOCBLPs is upper semicontinuous under suitable assumptions. Based on this fact, we detect the similarities and relationships between the SOCBLP and its KKT reformulation. Then we derive the specific expression of the critical cone at a feasible point, and show that the second order sufficient conditions are sufficient for the second order growth at an M-stationary point of the SOCBLP under suitable conditions.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.