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Bilevel programs with extremal value function: global optimality. (English) Zbl 1114.90094
Summary: For a bilevel program with extremal value function, a necessary and sufficient condition for global optimality is given, which reduces the bilevel program to a max-min problem with linked constraints. Also, for the case where the extremal value function is polyhedral, this optimality condition gives the possibility of a resolution via a maximization problem of a polyhedral convex function over a convex set. Finally, this case is completed by an algorithm.

MSC:
90C26 Nonconvex programming, global optimization
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