Seminar 16th September 2010 4 p.m. University of Southampton, 2/2043
CORMSIS Seminar: Necessary Optimality Conditions for Multiobjective Bilevel Program
Professor Jane Ye
University of Victoria, Canada
- Web page
- http://www.cormsis.soton.ac.uk/seminars/default.php
- Categories
- Optimisation
- Submitter
- Petrina Butler
CORMSIS Seminar: Professor Jane Ye
CORMSIS: Centre for Operational Research, Management Science and Information Systems
Abstract
The multiobjective bilevel program is a sequence of two optimization problems where the upper level problem is multiobjective and the constraint region of the upper level problem is determined implicitly by the solution set to the lower level problem. In the case where the Karush-Kuhn-Tucker (KKT) condition is necessary and sufficient for global optimality of all lower level problems near the optimal solution, we present various optimality conditions by replacing the lower level problem by its KKT conditions. For the general multiobjective bilevel problem we derive necessary optimality conditions by considering a combined problem where both the value function and the KKT condition of the lower level problem are involved in the constraints.
Professor Jane Ye (a guest of Dr. Huifu Xu)
http://www.math.uvic.ca/faculty/janeye/
Contact
Katarzyna (Kasia) Bijak
CORMSIS Facilitator
School of Management/School of Mathematics
University of Southampton
Highfield Campus, Southampton
Tel: +44 (0)23 8059 8964