Authors
Rongzhu Ke, Christopher Thomas Ryan, Jin Zhang
Publication date
2023/11/17
Description
We use a max-min reformulation approach to derive necessary optimality conditions for nonconvex bilevel programs. The existing literature has concentrated on hybrids of two basic approaches:(a) the KKT approach and (b) the value function approach that posits calmness conditions and employs nonsmooth analysis. Both methods reformulate the problem into a single-level problem, possibly with complementarity or nonsmooth constraints. We explore an alternative approach based on a max-min reformulation of the problem. This produces a parsimonious optimality condition that involves a single alternative best response of the follower rather than an enumeration of best responses, which is common in other methods. We provide examples where our optimality conditions hold but fail the constraint qualifications of other approaches.