A regularization method for ill-posed bilevel optimization problems
Optimization and Control
2016-08-16 v1
Abstract
We present a regularization method to approach a solution of the pessimistic formulation of ill -posed bilevel problems . This allows to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and responses. We prove existence of approximated solutions, give convergence result using Hoffman-like assumptions. We end with objective value error estimates.
Cite
@article{arxiv.math/0603741,
title = {A regularization method for ill-posed bilevel optimization problems},
author = {Maïtine Bergounioux and Mounir Haddou},
journal= {arXiv preprint arXiv:math/0603741},
year = {2016}
}
Comments
19 pages