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Seminar: Selected Topics in Bilevel Optimization

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Alexandre Rademaker. Continue shopping. Item s unavailable for purchase. The use of necessary optimality conditions for the inner problem is only possible if this problem is a convex optimization problem. Even in that case, the resulting problem which is called a mathematical program with equilibrium or complemen- tarity constraints MPCC is not fully equivalent to the bilevel problem. To derive optimality conditions, variational analysis can be used again. A suitable approximation of the constraints of the MPCC results in a solution algorithm. References [1] S.