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Bibliographic Details
Main Authors: Bigi, Giancarlo, Tomassini, Riccardo
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2510.18682
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author Bigi, Giancarlo
Tomassini, Riccardo
author_facet Bigi, Giancarlo
Tomassini, Riccardo
contents A simple bilevel variational problem where the lower level is a variational inequality while the upper level is an optimization problem is studied. We consider an inexact version of the lower problem, which guarantees enough regularity to allow the exploitation of techniques of exact penalization. Moreover, cutting planes are used to approximate the Minty gap function of the lower level. Algorithms to solve the resulting inexact bilevel problem are devised relying on these techniques and approximations. Finally, their convergence is studied in details by analysing also the effect of the given inexactness.
format Preprint
id arxiv_https___arxiv_org_abs_2510_18682
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Approximation and exact penalization in simple bilevel variational problems
Bigi, Giancarlo
Tomassini, Riccardo
Optimization and Control
A simple bilevel variational problem where the lower level is a variational inequality while the upper level is an optimization problem is studied. We consider an inexact version of the lower problem, which guarantees enough regularity to allow the exploitation of techniques of exact penalization. Moreover, cutting planes are used to approximate the Minty gap function of the lower level. Algorithms to solve the resulting inexact bilevel problem are devised relying on these techniques and approximations. Finally, their convergence is studied in details by analysing also the effect of the given inexactness.
title Approximation and exact penalization in simple bilevel variational problems
topic Optimization and Control
url https://arxiv.org/abs/2510.18682