학술논문

On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problems on Riemannian manifolds.
Document Type
Journal
Author
Liao, Jiagen (PRC-WUHAN-MS) AMS Author Profile; Wan, Zhongping (PRC-WUHAN-MS) AMS Author Profile
Source
Univerzitet u Nišu. Prirodno-Matematički Fakultet. Filomat (Filomat) (20220101), 36, no.~11, 3609-3624. ISSN: 0354-5180 (print).eISSN: 2406-0933.
Subject
53 Differential geometry -- 53B Local differential geometry
  53B21 Methods of Riemannian geometry

90 Operations research, mathematical programming -- 90C Mathematical programming
  90C46 Optimality conditions, duality
  90C48 Programming in abstract spaces
Language
English
Abstract
In recent years, optimization theories and algorithms on Riemannian manifolds have been extensively studied by many scholars (see [G. de~Carvalho~Bento and J. da~Cruz~Neto, J. Optim. Theory Appl. {\bf 159} (2013), no.~1, 125--137; MR3103290; H. Bonnel, L. Todjihoundé and C.~N. Udrişte, J. Optim. Theory Appl. {\bf 167} (2015), no.~2, 464--486; MR3412446; S. Dempe and J. Dutta, Math. Program. {\bf 131} (2012), no.~1-2, Ser. A, 37--48; MR2886139; Y.~S. Ledyaev and Q.~J. Zhu, Trans. Amer. Math. Soc. {\bf 359} (2007), no.~8, 3687--3732; MR2302512] and the references therein). \par As we know, bilevel programming problems are hierarchical optimization problems combining decisions of two decision makers, the so-called leader and follower. An approach to studying bilevel optimization problems is to reformulate the lower level problem by using Karush-Kuhn-Tucker conditions, which replace the bilevel optimization problem by a so-called mathematical program with complementarity constraints (MPCC). \par In this paper, the authors present a Karush-Kuhn-Tucker reformulation of the bilevel optimization on Riemannian manifolds and show that the equivalence between the global or local optimal solutions of a bilevel problem and the corresponding MPCC under the lower level convex problem satisfies Slater's constraint qualification. In the general case, $M$- and $C$-type optimality conditions for the bilevel problem on Riemannian manifolds are given. \par The results in this paper generalize the corresponding results (see, for example, [S. Dempe and J. Dutta, op.~cit.]) from Euclidean spaces to Riemannian manifolds, and the subject is worth studying further.